Presentation of Degree Project E

Title: Prediction for Financial Time Series

The seminar will take place on Zoom. ID: 699 250 9213.

Abstract:

In this paper, we compare the forecasting effects of the ARIMA model and the exponential smoothing method. The model fitting and the prediction is the complete analysis process of these two models. The analysis process is taken in non-seasonal and seasonal time series. Differences in prediction performance between the ARIMA model and the exponential smoothing method are evaluated on empirical and simulated data.