Essays about: "Irina Zarankina"

Found 1 essay containing the words Irina Zarankina.

  1. 1. On modelling OMXS30 stocks - comparison between ARMA models and neural networks

    University essay from Uppsala universitet/Matematiska institutionen

    Author : Irina Zarankina; [2023]
    Keywords : ARMA; ARIMA; LSTM; time series; statistics;

    Abstract : This thesis compares the results of the performance of the statistical Autoregressive integrated moving average (ARIMA) model and the neural network Long short-term model (LSTM) on a data set, which represents a market index. Both models are used to predict monthly, daily, and minute close prices of the OMX Stockholm 30 Index. READ MORE