International Transaction Journal of Engineering, Management, & Applied Sciences & Technologies


:: International Transaction Journal of Engineering, Management, & Applied Sciences & Technologies

ISSN 2228-9860
eISSN 1906-9642


Vol.13(2) (2022)

  • Evaluation of Stochastic and ANN Model for Karachi Stock Exchange Prices Prediction

    Azhar Ali Marri (Department of Statistics University of Sindh Jamshoro, PAKISTAN.),
    (Department of Statistics University of Balochistan Quetta, PAKISTAN),
    Mir Ghulam Hyder Talpur (Department of Statistics University of Sindh Jamshoro, PAKISTAN).

    Disciplinary: Financial Mathematics, Financial Market & Stock Trading.

    ➤ FullText

    doi: 10.14456/ITJEMAST.2022.23

    Keywords: ARIMA; KSE 100 Index; ANN; Financial Market; Comparison of prediction performance; R software; Stock Trading; Stock short-term prediction; Box Jenkins ARIMA.

    This study employs the linear and non-linear time series models (ARIMA) and (ANN) for Karachi stock exchange prices prediction. Further that the comparison between two-time series models was examined in this study. The results indicated that the capability of the ARIMA model is appropriate for short-term prediction and the ANN model is applicable for forecasting the future price towards value prediction. This study results demonstrated that the pattern of the ARIMA model was directional towards stock market prices prediction and the ANN model was towards value prediction.

    Paper ID: 13A2B

    Cite this article:

    Marri, A. A., Talpur, G.H. (2022). Evaluation of Stochastic and ANN Model for Karachi Stock Exchange Prices Prediction. International Transaction Journal of Engineering, Management, & Applied Sciences & Technologies, 13(2), 13A2B, 1-11. http://TUENGR.COM/V13/13A2B.pdf DOI: 10.14456/ITJEMAST.2022.23


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