Proceedings of the 2022 2nd International Conference on Economic Development and Business Culture (ICEDBC 2022)

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Tock Market Forecasting Based on Machine Learning Approach of ARIMA Model

Authors
Lingfeng Ren1, Chenhao Zhao1, *
1SWJTU-Leeds Joint School, Southwest Jiaotong University, Chengdu, 611756, China
*Corresponding author. Email: sc19c2z@leeds.ac.uk
Corresponding Author
Chenhao Zhao
Available Online 31 December 2022.
DOI
10.2991/978-94-6463-036-7_34How to use a DOI?
Keywords
ARIMA model; Time Series; Stock forecast
Abstract

As an important manifestation of national economic and financial activities, the stock market plays an important role in the economic development of various countries. If we can grasp the trend of the stock market in advance, it will be beneficial to both investment institutions and investors. By training a good ARIMA model, this paper applies this model to the stock prediction of five different listed companies: Alibaba, Baidu, Tencent, Pinduoduo, and WangYi. The predicted results are evaluated by MSE, MAE, RMSE, and MAPE. The results show that the accuracy of this model in the stock forecast of Alibaba, Baidu, Tencent, PingDuoDuo, and WangYi is between 96.0% and 99.4%, among which WY has the highest accuracy of 99.4% and PDD has the worst accuracy of 96.0%. The ARIMA model has high accuracy for stock prediction, but it needs to rely on the reliability of its AR and MA models, and it is highly dependent on the judgment of residual sequence. At the same time, because the stock market is also affected by other factors, a framework that may be accurate for all types of stock markets will be included in the future development plan, thus providing investors and related investment institutions with reference for stock investment decisions.

Copyright
© 2022 The Author(s)
Open Access
Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

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Volume Title
Proceedings of the 2022 2nd International Conference on Economic Development and Business Culture (ICEDBC 2022)
Series
Advances in Economics, Business and Management Research
Publication Date
31 December 2022
ISBN
978-94-6463-036-7
ISSN
2352-5428
DOI
10.2991/978-94-6463-036-7_34How to use a DOI?
Copyright
© 2022 The Author(s)
Open Access
Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

Cite this article

risenwbib
TY  - CONF
AU  - Lingfeng Ren
AU  - Chenhao Zhao
PY  - 2022
DA  - 2022/12/31
TI  - Tock Market Forecasting Based on Machine Learning Approach of ARIMA Model
BT  - Proceedings of the 2022 2nd International Conference on Economic Development and Business Culture (ICEDBC 2022)
PB  - Atlantis Press
SP  - 233
EP  - 237
SN  - 2352-5428
UR  - https://doi.org/10.2991/978-94-6463-036-7_34
DO  - 10.2991/978-94-6463-036-7_34
ID  - Ren2022
ER  -