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2014 Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction
Ayodele Ariyo Adebiyi, Aderemi Oluyinka Adewumi, Charles Korede Ayo
J. Appl. Math. 2014: 1-7 (2014). DOI: 10.1155/2014/614342

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.

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Ayodele Ariyo Adebiyi. Aderemi Oluyinka Adewumi. Charles Korede Ayo. "Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction." J. Appl. Math. 2014 1 - 7, 2014. https://doi.org/10.1155/2014/614342

Information

Published: 2014
First available in Project Euclid: 2 March 2015

MathSciNet: MR3182377
Digital Object Identifier: 10.1155/2014/614342

Rights: Copyright © 2014 Hindawi

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