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Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction
Joint Authors
Adebiyi, Ayodele Ariyo
Ayo, Charles Korede
Adewumi, Aderemi Oluyinka
Source
Journal of Applied Mathematics
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-03-05
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
This paper examines the forecasting performance of ARIMA and artificial neural networks model with published stock data obtained from New York Stock Exchange.
The empirical results obtained reveal the superiority of neural networks model over ARIMA model.
The findings further resolve and clarify contradictory opinions reported in literature over the superiority of neural networks and ARIMA model and vice versa.
American Psychological Association (APA)
Adebiyi, Ayodele Ariyo& Adewumi, Aderemi Oluyinka& Ayo, Charles Korede. 2014. Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction. Journal of Applied Mathematics،Vol. 2014, no. 2014, pp.1-7.
https://search.emarefa.net/detail/BIM-485227
Modern Language Association (MLA)
Adebiyi, Ayodele Ariyo…[et al.]. Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction. Journal of Applied Mathematics No. 2014 (2014), pp.1-7.
https://search.emarefa.net/detail/BIM-485227
American Medical Association (AMA)
Adebiyi, Ayodele Ariyo& Adewumi, Aderemi Oluyinka& Ayo, Charles Korede. Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction. Journal of Applied Mathematics. 2014. Vol. 2014, no. 2014, pp.1-7.
https://search.emarefa.net/detail/BIM-485227
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-485227