Research Article
Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction
Table 5
Sample results of ANN model for Dell stock index.
| Sample period | Actual value | Predicted value | Forecast error |
| 01/03/2010 | 13.57 | 13.16 | 0.03021 | 02/03/2010 | 13.68 | 13.55 | 0.0095 | 03/03/2010 | 13.71 | 13.7 | 0.00073 | 04/03/2010 | 13.67 | 13.55 | 0.00878 | 05/03/2010 | 13.88 | 13.53 | 0.02522 | 08/03/2010 | 14.01 | 13.89 | 0.00857 | 09/03/2010 | 14.18 | 13.92 | 0.01834 | 10/03/2010 | 14.31 | 13.85 | 0.03215 | 11/03/2010 | 14.21 | 14.18 | 0.00211 | 12/03/2010 | 14.26 | 14.31 | −0.0035 | 15/03/2010 | 14.26 | 14.15 | 0.00771 | 16/03/2010 | 14.3 | 14.49 | −0.0133 | 17/03/2010 | 14.59 | 14.5 | 0.00617 | 18/03/2010 | 14.55 | 14.25 | 0.02062 | 19/03/2010 | 14.41 | 14.28 | 0.00902 | 22/03/2010 | 14.62 | 14.67 | −0.0034 | 23/03/2010 | 15.22 | 15.19 | 0.00197 | 24/03/2010 | 14.99 | 14.66 | 0.02201 | 25/03/2010 | 14.87 | 14.96 | −0.0061 | 26/03/2010 | 14.99 | 14.75 | 0.01601 | 29/03/2010 | 14.96 | 14.89 | 0.00468 | 30/03/2010 | 14.97 | 15.01 | −0.0027 | 31/03/2010 | 15.02 | 14.97 | 0.00333 |
|
|