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Evaluation of Stochastic and ANN Model for Karachi Stock Exchange Prices Prediction |
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| รหัสดีโอไอ | |
| Creator | Azhar Ali Marri, and Mir Ghulam Hyder Talpur |
| Title | Evaluation of Stochastic and ANN Model for Karachi Stock Exchange Prices Prediction |
| Contributor | - |
| Publisher | TuEngr Group |
| Publication Year | 2565 |
| Journal Title | International Transaction Journal of Engineering, Management, & Applied Sciences & Technologies |
| Journal Vol. | 13 |
| Journal No. | 2 |
| Page no. | 13A2B: 1-11 |
| Keyword | ARIMA, ANN, Comparison, KSE 100 Index, R software, Financial Market, Stock Trading, Stock short-term prediction, Box Jenkins ARIMA. |
| URL Website | http://TuEngr.com/Vol13-2.html |
| Website title | ITJEMAST V13(2) 2022 @ TuEngr.com |
| ISSN | 2228-9860 |
| Abstract | This study employs the linear and non-linear time series models (ARIMA) and (ANN) for Karachi stock exchange prices prediction. Further that the comparison between two-time series models was examined in this study. The results indicated that the capability of the ARIMA model is appropriate for short-term prediction and the ANN model is applicable for forecasting the future price towards value prediction. This study results demonstrated that the pattern of the ARIMA model was directional towards stock market prices prediction and the ANN model was towards value prediction. |
