Evaluation of time series models for stock price prediction

This project aims to compare and analyse the performance of five time-series forecasting model—ARIMA, SARIMA, Prophet, Holt Winters, and LSTM—in predicting stock prices for the healthcare and technology sectors. The evaluation focuses on the Mean Absolute Error (MAE) and Root Mean Squared Error (RMS...

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Bibliographic Details
Main Author: Lim, Jing Hao
Format: Final Year Project / Dissertation / Thesis
Published: 2023
Subjects:
Online Access:http://eprints.utar.edu.my/5407/1/LIM_JING_HAO_2000663.pdf
http://eprints.utar.edu.my/5407/
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