Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction by Ayodele Ariyo Adebiyi, Aderemi Oluyinka Adewumi, Charles Korede Ayo

“…This paper examines the forecasting performance of ARIMA and artificial neural networks model with published stock data obtained from New York Stock Exchange. The empirical results obtained reveal the superiority of neural networks model over ARIMA model. …”
Get full text

Predicting the Link between Stock Prices and Indices with Machine Learning in R Programming Language by Mengya Cao

“…In this project, the author uses machine learning in R Studio to predict the prices of 35 stocks traded on the New York Stock Exchange and to study the interaction between the prices of four indices in different countries. …”
Get full text