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Comparison of SVM and ARIMA Model in Stock Market

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

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  • Yuxuan Zhu

    (Dalhousie University, Rowe School of Business)

Abstract

Forecasting the price of one certain asset is always a research hotspot in the financial area. This paper studies which of SVM model and ARIMA model is more suitable for short-term stock forecasting. This paper use SVM model and ARIMA model to predict the stocks of Tesla, Apple, Meta and Amazon, respectively. Next, the paper compares the accuracy of the two models and test which of the two models is suitable for the short-term prediction of the stock market. For the four companies studied in this article, ARIMA model is more accurate than SVM model in short-term stock price prediction. The results in this paper benefit the related investors in financial markets.

Suggested Citation

  • Yuxuan Zhu, 2022. "Comparison of SVM and ARIMA Model in Stock Market," Advances in Economics, Business and Management Research, in: Yushi Jiang & Yuriy Shvets & Hrushikesh Mallick (ed.), Proceedings of the 2022 2nd International Conference on Economic Development and Business Culture (ICEDBC 2022), pages 928-934, Springer.
    • Handle: RePEc:spr:advbcp:978-94-6463-036-7_137
    DOI: 10.2991/978-94-6463-036-7_137
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