Proceedings of the International Conference on Logistics, Engineering, Management and Computer Science

An Empirical Study on Stock Price Based on ARIMA Model

Authors
Xiaoguang Yang, Ting Yu, Yuzhen Lu, Zhiyuan Chu
Corresponding Author
Xiaoguang Yang
Available Online May 2014.
DOI
10.2991/lemcs-14.2014.64How to use a DOI?
Keywords
Time series;ARIMA model;forecast;stock prices
Abstract

the model in time series analysis are widely used in the field of economy, it can describe the historical data change over time, and analyze data to make predictions. The ARIMA is one of the important models in time series models. This paper summarizes several smooth data processing methods. Using the A-Information Criterion and the principle of the precision of the model, it gives the step and method to build ARIMA model. The ARIMA model is used to analyze the data of China Merchants Bank(600036) shares at the opening price 2013/01/04-2013/10/18 and to predict the next five days 2013/10/21-2013/10/25 stock opening price data. In contrast with the actual data, the model prediction error is smaller, indicating that ARIMA model is very suitable for short-term forecasts.

Copyright
© 2014, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the International Conference on Logistics, Engineering, Management and Computer Science
Series
Advances in Intelligent Systems Research
Publication Date
May 2014
ISBN
978-94-6252-010-3
ISSN
1951-6851
DOI
10.2991/lemcs-14.2014.64How to use a DOI?
Copyright
© 2014, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Xiaoguang Yang
AU  - Ting Yu
AU  - Yuzhen Lu
AU  - Zhiyuan Chu
PY  - 2014/05
DA  - 2014/05
TI  - An Empirical Study on Stock Price Based on ARIMA Model
BT  - Proceedings of the International Conference on Logistics, Engineering, Management and Computer Science
PB  - Atlantis Press
SP  - 273
EP  - 276
SN  - 1951-6851
UR  - https://doi.org/10.2991/lemcs-14.2014.64
DO  - 10.2991/lemcs-14.2014.64
ID  - Yang2014/05
ER  -