چکیده مقاله
Stock price prediction is an important topic in finance and economics which hasspurred the interest of researchers over the years to develop better predictive models Traditionally, the autoregressive integrated moving average ARIMA model hasbeen one of the most widely used linear models in time series forecasting ARIMAprocedure provides a comprehensive set of tools with great flexibility This paperpresents extensive process of building stock price predictive model using the ARIMAmodel The comparison and parameterization of the ARIMA model have been doneusing Akaike information criterion AIC Published stock data obtained from TehranStock Exchange TSE are used with stock price predictive model developed Resultsobtained revealed that the ARIMA model has a strong potential for short termprediction and can compete favorably with existing techniques for stock priceprediction
کلیدواژهها
نویسندگان
Valiollah Gerizad Firouzjan
M A student of Finance, Tehran Faculty of Petroleum, Petroleum University of Technology PUT , Tehran, Iran
شیوه ارجاع
Gerizad Firouzjan, Valiollah,1398,Zagros stock price prediction by ARIMA,The Second International Conference on Management, Accounting, Banking and Economics in Iran Horizon 1404,Mashhad
ارائهشده در
مجموعه مقالات دومین کنفرانس بین المللی مدیریت،حسابداری،بانکداری و اقتصاد در افق ایران 140415 دی 1398 · مشهد