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Comparative Study of Box-Jenkins ARIMA and KNN Algorithm for Stock Price Prediction in Pakistan.

Stock market is considered a vital part of modern economic systems in the world. The fluctuation in the stock prices is of complex nature because multiple causative factors control these movements. This study was carried out to forecast the stock prices by applying two different techniques of kneare...

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Published in:Journal of Social Sciences & Humanities (1994-7046) Vol. 30; no. 1; pp. 101 - 123
Main Authors: Ahmad, Bilal, Zakria, Muhammad
Format: Article
Published: Allama Iqbal Open University Spring2022
Subjects:
Pakistan Stock Exchange Ltd.
K-nearest neighbor classification
Stock prices
Stock price forecasting
Box-Jenkins forecasting
Standard deviations
Pakistan
Online Access:View this record in EBSCOhost