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.
![[img]](http://eprints.covenantuniversity.edu.ng/style/images/fileicons/application_pdf.png) |
PDF
Download (1MB) |
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 |
Actions (login required)
 |
View Item |
