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Stock Price Prediction Using the ARIMA Model
Abstract
Stock price prediction is an important topic in finance and economics which has spurred the interest of researchers over the years to develop better predictive models. The autoregressive integrated moving average (ARIMA) models have been explored in literature for time series prediction. This paper presents extensive process of building stock price predictive model using the ARIMA model. Published stock data obtained from New York Stock Exchange (NYSE) and Nigeria Stock Exchange (NSE) are used with stock price predictive model developed. Results obtained revealed that the ARIMA model has a strong potential for short-term prediction and can compete favourably with existing techniques for stock price prediction.
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Cited by
Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting
Zhou, H., Zhang, S., Peng, J., Zhang, S., Li, J., Xiong, H., & Zhang, W. (2021) · Proceedings of the AAAI Conference on Artificial Intelligence · doi:10.1609/aaai.v35i12.17325 · Cited by 7,752
A Comparison of ARIMA and LSTM in Forecasting Time Series
Siami-Namini, S., Tavakoli, N., & Siami Namin, A. (2018) · 2018 17th IEEE International Conference on Machine Learning and Applications (ICMLA) · doi:10.1109/icmla.2018.00227 · Cited by 1,387
TS2Vec: Towards Universal Representation of Time Series
Yue, Z., Wang, Y., Duan, J., Yang, T., Huang, C., Tong, Y., & Xu, B. (2022) · Proceedings of the AAAI Conference on Artificial Intelligence · doi:10.1609/aaai.v36i8.20881 · Cited by 850
A systematic review of fundamental and technical analysis of stock market predictions
Nti, I. K., Adekoya, A. F., & Weyori, B. A. (2020) · Artificial Intelligence Review · doi:10.1007/s10462-019-09754-z · Cited by 547
Stock Market Analysis: A Review and Taxonomy of Prediction Techniques
Shah, D., Isah, H., & Zulkernine, F. (2019) · International Journal of Financial Studies · doi:10.3390/ijfs7020026 · Cited by 465
Metadata
- Authors
- Ariyo, A. A., Adewumi, A. O., & Ayo, C. K.
- Venue
- 2014 UKSim-AMSS 16th International Conference on Computer Modelling and Simulation
- Publisher
- IEEE
- Published
- 2014-03
- Pages
- 106-112
- OpenAlex
- W1969852690
- Cited by
- 1,043
- References
- 0
- FWCI
- 14.05
- Type
- conference paper
- Language
- en
- Open access
- closed
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- Ariyo, A. A., Adewumi, A. O., & Ayo, C. K. (2014). Stock Price Prediction Using the ARIMA Model. 2014 UKSim-AMSS 16th International Conference on Computer Modelling and Simulation. https://doi.org/10.1109/uksim.2014.67
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
