A Comparative Analysis of Machine Learning Models for Time Series Forecasting in Finance

Noraini Abu Talib ; Rafiq Ahmad ; Siti Norbaya Noor
International Journal of Applied Mathematics and C... 📅 2024 Vol 1, No 2 🔗 DOI: 10.62951/ijamc.v1i2.71
Abstract
This study compares different machine learning models for time series forecasting in financial data analysis. Models including ARIMA, LSTM, and GRU are applied to predict stock price movements. We measure the accuracy and computational efficiency of each model on various datasets and discuss their strengths and weaknesses in financial forecasting contexts. The findings suggest that deep learning models show significant improvement in capturing complex temporal patterns over traditional methods.
Keywords
Time series forecasting; Machine learning; ARIMA; LSTM Financial analysis.
How to Cite

Noraini Abu Talib, et al. (2024). A Comparative Analysis of Machine Learning Models for Time Series Forecasting in Finance. International Journal of Applied Mathematics and Computing, 1(2). https://doi.org/10.62951/ijamc.v1i2.71

Noraini Abu Talib; Rafiq Ahmad; Siti Norbaya Noor, "A Comparative Analysis of Machine Learning Models for Time Series Forecasting in Finance," International Journal of Applied Mathematics and Computing, vol. 1, no. 2, 2024.

Noraini Abu Talib; Rafiq Ahmad; Siti Norbaya Noor. "A Comparative Analysis of Machine Learning Models for Time Series Forecasting in Finance." International Journal of Applied Mathematics and Computing, vol. 1, no. 2, 2024.

Noraini Abu Talib; Rafiq Ahmad; Siti Norbaya Noor. "A Comparative Analysis of Machine Learning Models for Time Series Forecasting in Finance." International Journal of Applied Mathematics and Computing 1, no. 2 (2024).

Noraini Abu Talib, et al. (2024) 'A Comparative Analysis of Machine Learning Models for Time Series Forecasting in Finance', International Journal of Applied Mathematics and Computing, 1(2). doi: 10.62951/ijamc.v1i2.71.

Noraini Abu Talib; Rafiq Ahmad; Siti Norbaya Noor. A Comparative Analysis of Machine Learning Models for Time Series Forecasting in Finance. International Journal of Applied Mathematics and Computing. 2024;1(2).

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