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

Adebiyi, A. A. and Adewumi, O. A. and Ayo, C. K. (2014) Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction. Journal of Applied Mathematics, 2014. pp. 1-7.

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Abstract

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.

Item Type: Article
Subjects: Q Science > QA Mathematics > QA75 Electronic computers. Computer science
Divisions: Faculty of Engineering, Science and Mathematics > School of Electronics and Computer Science
Depositing User: Mr Adewole Adewumi
Date Deposited: 20 Mar 2015 16:42
Last Modified: 20 Mar 2015 16:42
URI: http://eprints.covenantuniversity.edu.ng/id/eprint/4115

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