Predictive Analytics in Finance Using the Arima Model. Application for Bucharest Stock Exchange Financial Companies Closing Prices
Stock markets can be volatile, thus accurate predictions can greatly help investors and stakeholders to make wise financial choices. The main goal of this paper is to test how well the Autoregressive Integrated Moving Average (ARIMA) model can capture and predict changes in closing prices. The ARIMA...
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Main Authors: | Spulbar Cristi, Ene Cezar Cătălin |
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Format: | Article |
Language: | English |
Published: |
Sciendo
2024-12-01
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Series: | Studies in Business and Economics |
Subjects: | |
Online Access: | https://doi.org/10.2478/sbe-2024-0042 |
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