Predicting NVIDIA's Next-Day Stock Price: A Comparative Analysis of LSTM, MLP, ARIMA, and ARIMA-GARCH Models.
Yiluan XingChao YanCathy Chang XiePublished in: CoRR (2024)
Keyphrases
- stock price
- stock market
- short term
- garch model
- artificial neural networks
- long term
- neural network
- stock exchange
- chinese stock market
- financial data
- recurrent neural networks
- financial markets
- non stationary
- financial time series
- back propagation
- stock returns
- historical data
- stock price prediction
- unsupervised learning
- information retrieval