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

Ruohan Liu and Qiangwei Weng

Chapter 42 in Economic Management and Big Data Application:Proceedings of the 3rd International Conference, 2024, pp 473-484 from World Scientific Publishing Co. Pte. Ltd.

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.

Keywords: Big Data; Information Management; Economic; Data Applications; Blockchain; E-commerce (search for similar items in EconPapers)
JEL-codes: C63 C8 O14 (search for similar items in EconPapers)
Date: 2024
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