{"id":"https://openalex.org/W4402571517","doi":"https://doi.org/10.1109/snpd61259.2024.10673919","title":"Comparative Analysis of ARIMA and LSTM Models for Stock Price Prediction","display_name":"Comparative Analysis of ARIMA and LSTM Models for Stock Price Prediction","publication_year":2024,"publication_date":"2024-07-05","ids":{"openalex":"https://openalex.org/W4402571517","doi":"https://doi.org/10.1109/snpd61259.2024.10673919"},"language":"en","primary_location":{"id":"doi:10.1109/snpd61259.2024.10673919","is_oa":false,"landing_page_url":"https://doi.org/10.1109/snpd61259.2024.10673919","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2024 IEEE/ACIS 27th International Conference on Software Engineering, Artificial Intelligence, Networking and Parallel/Distributed Computing (SNPD)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5114227694","display_name":"Smit Panchal","orcid":null},"institutions":[{"id":"https://openalex.org/I75381157","display_name":"Wilfrid Laurier University","ror":"https://ror.org/00fn7gb05","country_code":"CA","type":"education","lineage":["https://openalex.org/I75381157"]}],"countries":["CA"],"is_corresponding":true,"raw_author_name":"Smit Anilkumar Panchal","raw_affiliation_strings":["Wilfrid Laurier University,Physics and Computer Science,Waterloo,ON,Canada"],"affiliations":[{"raw_affiliation_string":"Wilfrid Laurier University,Physics and Computer Science,Waterloo,ON,Canada","institution_ids":["https://openalex.org/I75381157"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5087772313","display_name":"Lilatul Ferdouse","orcid":"https://orcid.org/0000-0002-3761-8125"},"institutions":[{"id":"https://openalex.org/I75381157","display_name":"Wilfrid Laurier University","ror":"https://ror.org/00fn7gb05","country_code":"CA","type":"education","lineage":["https://openalex.org/I75381157"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"Lilatul Ferdouse","raw_affiliation_strings":["Wilfrid Laurier University,Physics and Computer Science,Waterloo,ON,Canada"],"affiliations":[{"raw_affiliation_string":"Wilfrid Laurier University,Physics and Computer Science,Waterloo,ON,Canada","institution_ids":["https://openalex.org/I75381157"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5091505584","display_name":"Ajmery Sultana","orcid":"https://orcid.org/0000-0002-8591-026X"},"institutions":[{"id":"https://openalex.org/I86519414","display_name":"Algoma University","ror":"https://ror.org/0131d6623","country_code":"CA","type":"education","lineage":["https://openalex.org/I86519414"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"Ajmery Sultana","raw_affiliation_strings":["Algoma University,School of Computer Science and Technology,Brampton,ON,Canada"],"affiliations":[{"raw_affiliation_string":"Algoma University,School of Computer Science and Technology,Brampton,ON,Canada","institution_ids":["https://openalex.org/I86519414"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5114227694"],"corresponding_institution_ids":["https://openalex.org/I75381157"],"apc_list":null,"apc_paid":null,"fwci":3.8666,"has_fulltext":false,"cited_by_count":8,"citation_normalized_percentile":{"value":0.93614074,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":98,"max":99},"biblio":{"volume":null,"issue":null,"first_page":"240","last_page":"244"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9890999794006348,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9890999794006348,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":0.9323999881744385,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.9286999702453613,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/autoregressive-integrated-moving-average","display_name":"Autoregressive integrated moving average","score":0.92332923412323},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6328327655792236},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.5990758538246155},{"id":"https://openalex.org/keywords/stock-price","display_name":"Stock price","score":0.5226200222969055},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5063260793685913},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.4738365113735199},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.4403533935546875},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.332206130027771},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.23008465766906738},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.16466698050498962},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.09883719682693481}],"concepts":[{"id":"https://openalex.org/C24338571","wikidata":"https://www.wikidata.org/wiki/Q2566298","display_name":"Autoregressive integrated moving average","level":3,"score":0.92332923412323},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6328327655792236},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.5990758538246155},{"id":"https://openalex.org/C2988984586","wikidata":"https://www.wikidata.org/wiki/Q1020013","display_name":"Stock price","level":3,"score":0.5226200222969055},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5063260793685913},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4738365113735199},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.4403533935546875},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.332206130027771},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.23008465766906738},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.16466698050498962},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.09883719682693481},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/snpd61259.2024.10673919","is_oa":false,"landing_page_url":"https://doi.org/10.1109/snpd61259.2024.10673919","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2024 IEEE/ACIS 27th International Conference on Software Engineering, Artificial Intelligence, Networking and Parallel/Distributed Computing (SNPD)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/8","display_name":"Decent work and economic growth","score":0.41999998688697815}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":8,"referenced_works":["https://openalex.org/W2064675550","https://openalex.org/W2734777338","https://openalex.org/W2774513877","https://openalex.org/W2968584812","https://openalex.org/W4392026044","https://openalex.org/W6635168113","https://openalex.org/W6677096361","https://openalex.org/W6752867117"],"related_works":["https://openalex.org/W3175321409","https://openalex.org/W4312561791","https://openalex.org/W2389894046","https://openalex.org/W2215717369","https://openalex.org/W4391216528","https://openalex.org/W4312309719","https://openalex.org/W2980748541","https://openalex.org/W4399581288","https://openalex.org/W4313123484","https://openalex.org/W2146461990"],"abstract_inverted_index":{"Stock":[0],"price":[1,55,144],"prediction":[2,56],"is":[3],"crucial":[4],"for":[5,81],"informed":[6],"investment":[7],"decisions,":[8],"enabling":[9],"investors":[10],"to":[11,93,121],"maximize":[12],"returns":[13],"and":[14,21,33,43,65,84,87,113,139],"manage":[15],"risks":[16],"effectively":[17],"in":[18,30,142],"the":[19,50,72,101,134],"dynamic":[20],"complex":[22],"world":[23],"of":[24,53,104,137],"financial":[25,34],"markets.":[26],"It":[27],"also":[28],"aids":[29],"portfolio":[31],"management":[32],"planning":[35],"by":[36],"providing":[37],"insights":[38,123],"into":[39,49,124],"future":[40],"market":[41,74,79],"movements":[42],"asset":[44],"valuations.":[45],"This":[46],"study":[47],"delves":[48],"intriguing":[51],"realm":[52],"stock":[54,96,143],"using":[57],"two":[58],"models,":[59],"Auto-Regressive":[60],"Integrated":[61],"Moving":[62],"Average":[63],"(ARIMA)":[64],"Long":[66],"Short-Term":[67],"Memory":[68],"(LSTM)":[69],"networks,":[70],"leveraging":[71],"efficient":[73],"hypothesis":[75],"framework.":[76],"Analyzing":[77],"historical":[78],"data":[80],"Apple,":[82],"Google,":[83],"Tesla,":[85],"ARIMA":[86,138],"LSTM":[88,140],"models":[89,141],"are":[90],"independently":[91],"developed":[92],"forecast":[94],"closing":[95],"values.":[97],"The":[98,128],"research":[99],"compares":[100],"forecasting":[102],"accuracy":[103],"each":[105],"model":[106],"through":[107],"Root":[108],"Mean":[109,114],"Square":[110],"Error":[111,117],"(RMSE)":[112],"Absolute":[115],"Percentage":[116],"(MAPE)":[118],"assessment,":[119],"aiming":[120],"provide":[122],"their":[125],"distinct":[126],"strengths.":[127],"findings":[129],"offer":[130],"nuanced":[131],"perspectives":[132],"on":[133],"predictive":[135],"performance":[136],"behavior.":[145]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":6}],"updated_date":"2026-04-07T14:57:38.498316","created_date":"2025-10-10T00:00:00"}