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Effectiveness of Stock Price Prediction Models and Affecting Factors

Jiaming Guo
Vol.5, No.3, pp.82-88, 2024 DOI: 10.62051/ijgem.v5n3.10 December 30, 2024
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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.
Keywords: Stock prediction, Models, Factors
APA Citation: Jiaming Guo (2024). Effectiveness of Stock Price Prediction Models and Affecting Factors. International Journal of Global Economics and Management, 5(3), 82-88. https://doi.org/10.62051/ijgem.v5n3.10

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