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

Ayodele Ariyo Adebiyi · Aderemi O. Adewumi · Charles Korede Ayo

579 citations0/0 files storedJournal of Applied Mathematics

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Stock Market Forecasting Methods Neural Networks and Applications Forecasting Techniques and Applications

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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1998Forecasting with artificial neural networks:2009An artificial neural network (p,d,q) model for timeseries forecasting

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