Stock Prediction Using ARIMA
Overview :
In this script, it use ARIMA model in MATLAB to forecast Stock Price. Using real life data, it will explore how to manage time-stamped data and tune the parameters of ARIMA Model (Degree of Integration, Autoregressive Order, Moving Average Order) . Prior to ARIMA model, it requires to perform exploratory data analysis and transform the data into stationary data. It also recommend what are the important indicators to looking at when conducting goodness-of-fit checks. It will forecast the Stock price and run them under Monte Carlo Simulation.
[Note : Not advocating any particular strategy, factors or methodology]
Highlights :
1) Handling downloaded data from Yahoo Finance using the timetable object
2) Transform data into stationary data with helps of exploratory data analysis
3) ARIMA modelling
4) Forecasting
Product Focus :
MATLAB
Econometric Toolbox
Citation pour cette source
Kevin Chng (2024). Stock Prediction Using ARIMA (https://www.mathworks.com/matlabcentral/fileexchange/68576-stock-prediction-using-arima), MATLAB Central File Exchange. Récupéré le .
Compatibilité avec les versions de MATLAB
Plateformes compatibles
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ARIMA_STOCK_PRICE
Version | Publié le | Notes de version | |
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1.0.2 | Added Citation |
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1.0.1 | File can't be found in previous version |
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1.0.0 |