A Prediction Approach for Stock Market Volatility Based on Time Series Data SHEIKH MOHAMMAD IDREES , M.AFSHAR ALAM , PARUL AGARWAL Paper Number: 17287 → 17298 Publish: IEEE Access Date of publish: January 25 , 2019 Electronic ISSN: 2169 3536 Jcr Impact Factor: 3.745 Advisor: Sheng Chih Yang Reporter: Chun Feng Lin 1
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A Prediction Approach for Stock Market Volatility Based on Time
Series DataSHEIKH MOHAMMAD IDREES , M.AFSHAR ALAM , PARUL AGARWAL
Paper Number: 17287 → 17298Publish: IEEE AccessDate of publish: January 25 , 2019Electronic ISSN: 2169 3536Jcr Impact Factor: 3.745Advisor: Sheng Chih Yang Reporter: Chun Feng Lin
1
Original
Introduction ——
2
8
OutlineIntr
oRelat
e Work
arima Predi
ct Stock Resu
lt Conclude
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foreign exchange rate
stock price
Intro
sale
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foreign exchange rate
stock price
Intro
sale
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Relate Work This Research Forecast
Technique
12
arima modelpython stats
model stock news
Relate Work
ai
My survey Forecast Technique
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arima modelpython stats
model stock news
Relate Work
ai
My survey Forecast Technique
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arima Predict Stock
arimaauto
regress move
average Integrate difference
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arima Predict Stock
input time serie data
do the adf p value
test , if the time serie is
stationary ?auto optimize best arima p d q
orderfit arima generate
predict
no , adf p value > 0.05make the time serie stationary with the difference