Forecasting Stock Prices with an Integrated Approach Combining ARIMA and Machine Learning Techniques ARIMAML
Forecasting Stock Prices with an Integrated Approach Combining ARIMA and Machine Learning Techniques ARIMAML作者机构:Department of Economics of Banking Management Al-Nahrain University Baghdad Iraq
出 版 物:《Journal of Computer and Communications》 (电脑和通信(英文))
年 卷 期:2023年第11卷第8期
页 面:58-70页
学科分类:0202[经济学-应用经济学] 02[经济学] 020205[经济学-产业经济学]
主 题:Stock Prediction ARIMA Model Exponential Smoothing Model Machine Learning ARIMAML Model
摘 要:Stock market prediction has long been an area of interest for investors, traders, and researchers alike. Accurate forecasting of stock prices is crucial for financial decision-making and risk management. This paper presents a novel approach to predict stock prices by integrating Autoregressive Integrated Moving Average (ARIMA) and Exponential smoothing and Machine Learning (ML) techniques. Our study aims to enhance the predictive accuracy of stock price forecasting, which can significantly impact investment strategies and economic growth in this research paper implement the ARIMAML proposed method to predict the stock prices for Investment Bank of Iraq.