Estimating the movement of Belex15 index values using the ARIMA model

Author:

Petrović Marijana

Publisher

Centre for Evaluation in Education and Science (CEON/CEES)

Reference27 articles.

1. Adebiyi, A., A., Adewumi, A., O. & Ayo, C., K. (2014). Stock Price Prediction Using the ARIMA Model,UKSim-AMSS 16th International Conference on Computer Modelling and Simulation;

2. Abounoori, E. & Tazehabadi, A., G. (2009). Forecasting Stock Price Using Macroeconomic Variables: A Hybrid ARDL, ARIMA and Artificial Neural Network, 2009 International Conference on Information and Financial Engineering, DOI 10.1109/ICIFE.2009.23;

3. Babu, C., N., & Reddy, B., E. (2014). A movingaverage-filter-based hybrid ARIMA-ANN model for forecasting time series data, Applied Soft Computing (2014) http://dx.doi.org/10.1016/j.asoc.2014.05.028;

4. Banerjee, B. (2014). Forecasting of Indian Stock Market using Time-series ARIMA Model, 2014 2nd International Conference on Business and Information Management (ICBIM);

5. Clement, E., P. (2014). Using Normalized Bayesian Information Criterion (Bic) to Improve Box - Jenkins Model Building, American Journal of Mathematics and Statistics 2014, 4 (5): 214-221 DOI: 10.5923/j.ajms.20140405.02;

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