Evaluation of time series models for stock price prediction

This project aims to compare and analyse the performance of five time-series forecasting model—ARIMA, SARIMA, Prophet, Holt Winters, and LSTM—in predicting stock prices for the healthcare and technology sectors. The evaluation focuses on the Mean Absolute Error (MAE) and Root Mean Squared Error (RMS...

Full description

Saved in:
Bibliographic Details
Main Author: Lim, Jing Hao
Format: Final Year Project / Dissertation / Thesis
Published: 2023
Subjects:
Online Access:http://eprints.utar.edu.my/5407/1/LIM_JING_HAO_2000663.pdf
http://eprints.utar.edu.my/5407/
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Universiti Tunku Abdul Rahman
Be the first to leave a comment!
You must be logged in first