Ấn phẩm:
Application of arima model for forecasting prices of some banking stocks
Tóm tắt
The stock market is always attractive to organizations and individuals to invest because of its high profitability, especially for banking stocks. The factors affecting the Vietnamese market are very diverse and change unpredictably. Besides, behavioral factors dominate most market fluctuations. Therefore, forecasting stock prices faces many difficulties. Autoregressive Integrated Moving Average (ARIMA) is a popular and effective forecasting tool for time series data such as stock prices. Forecasting the rise and fall of stocks in general and banking stocks in particular helps investors recognize the price fluctuation trends of stocks to plan appropriate investment strategies. Within the scope of this article, the author focuses on forecasting the prices of some bank stocks in the short term using the ARIMA model with the Box-jenkins method in 4 steps: identify, estimate, check and predict. And from the research results, recommendations will be made to investors on the application of the ARIMA model
Mô tả
Tác giả
Nguyen Thi Viet Nga Assoc.Prof.PhD.
Le Nguyen Ha Phuong
Ngo Thi Thu Hien
Le Nguyen Ha Phuong
Ngo Thi Thu Hien
Tác giả khác
Người hướng dẫn
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Nhà xuất bản
Học viện Tài chính
Năm xuất bản
2024
ISSN tạp chí
Nhan đề tập
Từ khóa chủ đề
Short-term forecast , Bank stock prices , ARIMA
Địa chỉ truy cập
Vui lòng sử dụng ứng dụng DRM AOF để đọc tài liệu số
