A model for stock price forecasting based on ARMA systems

@article{Anaghi2012AMF,
  title={A model for stock price forecasting based on ARMA systems},
  author={M. F. Anaghi and Yaser Norouzi},
  journal={2012 2nd International Conference on Advances in Computational Tools for Engineering Applications (ACTEA)},
  year={2012},
  pages={265-268}
}
The Prediction of the future values of a stock market signal on the basis of its past and present data series, is one of the most necessities of all financial applications. In this study, one special stock market signal is considered and analyzed using “ARMA” model with different number of poles and zeros, in order to estimate the values for the next days` prices. The estimated and the actual data for the next day is compared and the amount of error for each system is calculated, resulting into… CONTINUE READING

From This Paper

Figures, tables, and topics from this paper.

References

Publications referenced by this paper.

Similar Papers

Loading similar papers…