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 periodActual valuePredicted valueForecast error

01/03/201013.5713.160.03021
02/03/201013.6813.550.0095
03/03/201013.7113.70.00073
04/03/201013.6713.550.00878
05/03/201013.8813.530.02522
08/03/201014.0113.890.00857
09/03/201014.1813.920.01834
10/03/201014.3113.850.03215
11/03/201014.2114.180.00211
12/03/201014.2614.31−0.0035
15/03/201014.2614.150.00771
16/03/201014.314.49−0.0133
17/03/201014.5914.50.00617
18/03/201014.5514.250.02062
19/03/201014.4114.280.00902
22/03/201014.6214.67−0.0034
23/03/201015.2215.190.00197
24/03/201014.9914.660.02201
25/03/201014.8714.96−0.0061
26/03/201014.9914.750.01601
29/03/201014.9614.890.00468
30/03/201014.9715.01−0.0027
31/03/201015.0214.970.00333