Journal of Actuarial, Finance, and Risk Managment
Vol 2, No 1 (2023)

ARIMA Model and Holt Winters Seasonal Smoothing Accuracy for Stock Price Prediction

Agus Sofian Eka Hidayat (President University)
Putu Darmawan (Universitas Prasetiya Mulya)

Article Info

Publish Date
26 Jul 2023

Abstract

One way to generate capital is by investments in the capital market, with the expectation that this money will increase in tandem with an issuer's stock price. In the past few decades, technology for communication and information has developed incredibly quickly, followed by the introduction of 5G, which boosts data transfer rates. This study intends to compare the accuracy of SARIMA and HOLTS WINTER SEASONAL SMOOTHING in predicting the price of TLKM. The SARIMA (1, 1, 1) x (0, 1, 1) 52 model outperforms Holt's Winter Seasonal Smoothing with a 3% MAPE in terms of forecasting TLKM stock price data

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Journal Info
Journal of Actuarial, Finance, and Risk Managment
Website

Abbrev

JAFRM

Publisher

President University

Subject

Economics, Econometrics & Finance Mathematics

Description

This journal aims to provide high quality articles covering any and all aspects of the most recent and significant developments in the actuarial, financial, and risk ...