Ấn phẩm:
Application of arima model for forecasting prices of some banking stocks
Nhan đề song song
Người hướng dẫn
Tác giả chính
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
Năm xuất bản
2024
Nhà xuất bản
Học viện Tài chính
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
Mục lục
Địa chỉ truy cập
Số trang
4
Ngôn ngữ
en
Trích dẫn
ISBN
ISSN
Định danh khác
Tài liệu chủ
Tài liệu tham khảo
Chủ đề
Short-term forecast , Bank stock prices , ARIMA
Kiểu tài liệu
Bài trích
Topic
Topic con
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