Comparative analysis of stock price ARIMA and LSTM forecasting methods

A Bielskis, I Belovas - Lietuvos matematikos rinkinys, 2022 - zurnalai.vu.lt
In the work, relevant methods of stock price forecasting are applied and compared: statistical
time series (ARIMA, SARIMA) and neural network-based (LSTM). The results of stock price …

Akcijų kainų ARIMA ir LSTM prognozavimo metodų lyginamoji analizė

A Bielskis, I Belovas - Lietuvos matematikos rinkinys. Ser. B, 2022 - epublications.vu.lt
Abstract [eng] In the work, relevant methods of stock price forecasting are applied and
compared: statistical time series (ARIMA, SARIMA) and neural network-based (LSTM). The …