Forecasting India S&P BSE SENSEX and USA S&P-500 Benchmark Indices Using SARIMAX and Facebook Prophet Library

Author:

Sharma Suraj Prakash1,R. Jeyanthi2,Deepa K.3

Affiliation:

1. Amrita Vishwa Vidyapeetham,Amrita School of Engineering,Department of Computer Science & Engineering,Bangalore,India

2. Amrita Vishwa Vidyapeetham,Amrita School of Engineering,Department of Electronics & Communication Engineering,Bangalore,India

3. Amrita Vishwa Vidyapeetham,Amrita School of Engineering,Department of Electrical & Electronics Engineering,Bangalore,India

Publisher

IEEE

Reference18 articles.

1. Modeling of Multivariate Systems using Vector Autoregression (VAR);c j;Innovations in Power and Advanced Computing Technologies (i-PACT),2019

2. Big Data Analytics: A Trading Strategy of NSE Stocks Using Bollinger Bands Analysis

3. Measuring stock price and trading volume causality among Nifty 50 stocks: The Toda Yamamoto Method;kumar;International Conference on Advances in Computing Communications and Informatics ICACCI,2016

4. Blockchain Aided Predictive Time Series Analysis in Supply Chain System

5. NSE Stock Market Prediction Using Deep-Learning Models

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