2 research outputs found
Day ahead forecasting of FAANG stocks using ARIMA, LSTM networks and wavelets.
Get PDFAbstract. Facebook Inc., Apple Inc., Amazon.com Inc., Net
ix Inc. and Alphabet Inc., known collectively as FAANG, are a group of the best performing tech stocks in recent years. In this study, we present linear
and non-linear methods for predicting the closing price of each stock
on the following day. We decompose each time series into component
series using wavelet methods and develop an novel ensemble approach to
improve forecast accuracy
Day ahead forecasting of FAANG stocks using ARIMA, LSTM networks and wavelets.
No full textAbstract. Facebook Inc., Apple Inc., Amazon.com Inc., Net
ix Inc. and Alphabet Inc., known collectively as FAANG, are a group of the best performing tech stocks in recent years. In this study, we present linear
and non-linear methods for predicting the closing price of each stock
on the following day. We decompose each time series into component
series using wavelet methods and develop an novel ensemble approach to
improve forecast accuracy
