Effectiveness of Stock Price Prediction Models and Affecting Factors

Jiaming Guo

doi:10.62051/ijgem.v5n3.10

Authors

Jiaming Guo

DOI:

https://doi.org/10.62051/ijgem.v5n3.10

Keywords:

Stock prediction, Models, Factors

Abstract

This paper aims to improve effectiveness of stock price prediction model in terms of factors that contain both financial and non-financial. First introduced the different models containing ARIMA, GARCH, RNN and LSTM, their pros and cons and applied cases. Then introduced financial factors including profitability, efficiency, liquidity, solvency and investment-related. Finally, the non-financial factors in terms of four aspects: Cases, Investor preference, Policies and ESG. By analyzing these factors, deriving the conclusion of in which way and how the factors will affect the effectiveness of models.

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References

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