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...

Full description

Saved in:
Bibliographic Details
Main Authors: Spulbar Cristi, Ene Cezar Cătălin
Format: Article
Language:English
Published: Sciendo 2024-12-01
Series:Studies in Business and Economics
Subjects:
Online Access:https://doi.org/10.2478/sbe-2024-0042
Tags: Add Tag
No Tags, Be the first to tag this record!