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Comparing the ARIMA, KNN and ANN Models on the Stock Price of Google

In: Economic Management and Big Data Application Proceedings of the 3rd International Conference

Author

Listed:
  • Ruohan Liu
  • Qiangwei Weng

Abstract

In this paper, by using the R language, the published Google stock data obtained from the New York Stock Exchange are used to test the performance of the ARIMA model, KNN model and artificial neural network model for stock price prediction. Experimental results show that the prediction accuracy of the neural network model is higher than that of the other two models. This finding will give us some guidance when we choose the stock price and forecast model.

Suggested Citation

  • Ruohan Liu & Qiangwei Weng, 2024. "Comparing the ARIMA, KNN and ANN Models on the Stock Price of Google," World Scientific Book Chapters, in: Sikandar Ali Qalati (ed.), Economic Management and Big Data Application Proceedings of the 3rd International Conference, chapter 42, pages 473-484, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789811270277_0042
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    More about this item

    Keywords

    Big Data; Information Management; Economic; Data Applications; Blockchain; E-commerce;
    All these keywords.

    JEL classification:

    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
    • C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
    • O14 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Industrialization; Manufacturing and Service Industries; Choice of Technology

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