Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction | Zendy

Ayodele A. Adebiyi | Zendy; Aderemi O. Adewumi | Zendy; C. K. Ayo | Zendy

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Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction

Author(s) -

Ayodele A. Adebiyi,

Aderemi O. Adewumi,

C. K. Ayo

Publication year - 2014

Publication title -

journal of applied mathematics

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.307

H-Index - 43

eISSN - 1687-0042

pISSN - 1110-757X

DOI - 10.1155/2014/614342

Subject(s) - autoregressive integrated moving average , artificial neural network , computer science , stock exchange , econometrics , stock (firearms) , stock price , artificial intelligence , time series , machine learning , economics , series (stratigraphy) , engineering , finance , mechanical engineering , paleontology , biology

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

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