9786206781806 - STOCK PRICE PREDICTION USING TIME SERIES de Sateesh Kumar, Kanagala (5 resultados)

Taschenbuch. Condición: Neu. STOCK PRICE PREDICTION USING TIME SERIES | Kanagala Sateesh Kumar | Taschenbuch | Englisch | 2023 | LAP LAMBERT Academic Publishing | EAN 9786206781806 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu.

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The ARIMA model and the EXPONENTIAL SMOOTHING model for stock price prediction were given in this book. Each algorithm identifies the stock data set of all five institutions, according to the evaluations of these two models. The ARIMA model test results showed that it can reliably predict stock prices in the short term. This can lead to beneficial investment decisions for stock market speculators. The ARIMA model may be ready to compete with other short-term prediction models based on the findings obtained. A wide range of frequency values can be used using exponential smoothing. The Exponential smoothing approach was chosen for a single time series that followed a pattern in terms of order selection. There are many well-known time series techniques in the ARIMA. The design section of ARIMA was critical, delivering a nearly straight line. 68 pp. Englisch.

Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The ARIMA model and the EXPONENTIAL SMOOTHING model for stock price prediction were given in this book. Each algorithm identifies the stock data set of all five institutions, according to the evaluations of these two models. The ARIMA model test results sho.

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The ARIMA model and the EXPONENTIAL SMOOTHING model for stock price prediction were given in this book. Each algorithm identifies the stock data set of all five institutions, according to the evaluations of these two models. The ARIMA model test results showed that it can reliably predict stock prices in the short term. This can lead to beneficial investment decisions for stock market speculators. The ARIMA model may be ready to compete with other short-term prediction models based on the findings obtained. A wide range of frequency values can be used using exponential smoothing. The Exponential smoothing approach was chosen for a single time series that followed a pattern in terms of order selection. There are many well-known time series techniques in the ARIMA. The design section of ARIMA was critical, delivering a nearly straight line.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 68 pp. Englisch.

Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The ARIMA model and the EXPONENTIAL SMOOTHING model for stock price prediction were given in this book. Each algorithm identifies the stock data set of all five institutions, according to the evaluations of these two models. The ARIMA model test results showed that it can reliably predict stock prices in the short term. This can lead to beneficial investment decisions for stock market speculators. The ARIMA model may be ready to compete with other short-term prediction models based on the findings obtained. A wide range of frequency values can be used using exponential smoothing. The Exponential smoothing approach was chosen for a single time series that followed a pattern in terms of order selection. There are many well-known time series techniques in the ARIMA. The design section of ARIMA was critical, delivering a nearly straight line.