Cover Image

Predicting NVIDIA's Next-Day Stock Price: A Comparative Analysis of LSTM, MLP, ARIMA, and ARIMA-GARCH Models

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Xing, Yiluan, Yan, Chao, Xie, Cathy Chang
Format:	Preprint
Published:	2024
Subjects:	Econometrics Machine Learning Applications
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices
by: Berrisch, Jonathan, et al.
Published: (2023)

Stock Market Telepathy: Graph Neural Networks Predicting the Secret Conversations between MINT and G7 Countries
by: Bursa, Nurbanu
Published: (2025)

What is in a Price? Estimating Willingness-to-Pay with Bayesian Hierarchical Models
by: Pillai, Srijesh, et al.
Published: (2025)

The Partial Testimony of Logs: Evaluation of Language Model Generation under Confounded Model Choice
by: Jin, Jikai, et al.
Published: (2026)

Valuing an Engagement Surface using a Large Scale Dynamic Causal Model
by: Mukerji, Abhimanyu, et al.
Published: (2024)

Conformal Prediction for Nonparametric Instrumental Regression
by: Kato, Masahiro
Published: (2026)

Spatially Robust Inference with Predicted and Missing at Random Labels
by: Salerno, Stephen, et al.
Published: (2026)

Causal Mediation Analysis with Multiple Mediators: A Simulation Approach
by: Zhou, Jesse, et al.
Published: (2025)

Double Machine Learning at Scale to Predict Causal Impact of Customer Actions
by: More, Sushant, et al.
Published: (2024)

A Neural Phillips Curve and a Deep Output Gap
by: Coulombe, Philippe Goulet
Published: (2022)

A Unified Framework for Estimation of High-dimensional Conditional Factor Models
by: Chen, Qihui
Published: (2022)

A Projection-Based ARIMA Framework for Nonlinear Dynamics in Macroeconomic and Financial Time Series: Closed-Form Estimation and Rolling-Window Inference
by: Liu, Haojie, et al.
Published: (2025)

Distributed Causality in the SDG Network: Evidence from Panel VAR and Conditional Independence Analysis
by: Fahim, Md Muhtasim Munif, et al.
Published: (2026)

Robustness of Refugee-Matching Gains to Off-Policy Evaluation Choices
by: Bansak, Kirk, et al.
Published: (2026)

Policy Learning with Observational Data: The Case of Hepatitis C Treatment for HIV/HCV Co-Infected Patients
by: Langevin, Raphaël
Published: (2026)

Copyright and Competition: Estimating Supply and Demand with Unstructured Data
by: Han, Sukjin, et al.
Published: (2025)

mshw, a forecasting library to predict short-term electricity demand based on multiple seasonal Holt-Winters
by: Trull, Oscar, et al.
Published: (2024)

Correlated Dynamics in Marketing Sensitivities
by: Dew, Ryan, et al.
Published: (2021)

Neural ARFIMA model for forecasting BRIC exchange rates with long memory
by: Chakraborty, Tanujit, et al.
Published: (2025)

Know Your Clients' behaviours: a cluster analysis of financial transactions
by: Thompson, John R. J., et al.
Published: (2020)

Designing Graph Convolutional Neural Networks for Discrete Choice with Network Effects
by: Villarraga, Daniel F., et al.
Published: (2025)

Machine learning the first stage in 2SLS: Practical guidance from bias decomposition and simulation
by: Lennon, Connor, et al.
Published: (2025)

Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks
by: Sengupta, Shovon, et al.
Published: (2025)

Bayesian Deep Learning for Discrete Choice
by: Villarraga, Daniel F., et al.
Published: (2025)

Fast Response or Silence: Conversation Persistence in an AI-Agent Social Network
by: Eziz, Aysajan
Published: (2026)

Time-Varying Parameters as Ridge Regressions
by: Coulombe, Philippe Goulet
Published: (2020)

Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price Forecasting
by: Hirsch, Simon
Published: (2025)

Improving the Estimation of Lifetime Effects in A/B Testing via Treatment Locality
by: Chen, Shuze, et al.
Published: (2024)

Selecting and Testing Asset Pricing Models: A Stepwise Approach
by: Feng, Guanhao, et al.
Published: (2026)

Mining Causality: AI-Assisted Search for Instrumental Variables
by: Han, Sukjin
Published: (2024)

Blind Targeting: Personalization under Third-Party Privacy Constraints
by: Shchetkina, Anya
Published: (2025)

Variance reduction combining pre-experiment and in-experiment data
by: Lin, Zhexiao, et al.
Published: (2024)

Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning
by: Rombouts, Jeroen, et al.
Published: (2024)

100-Day Analysis of USD/IDR Exchange Rate Dynamics Around the 2025 U.S. Presidential Inauguration
by: Herho, Sandy H. S., et al.
Published: (2025)

The Promise of Time-Series Foundation Models for Agricultural Forecasting: Evidence from Commodity Prices
by: Wang, Le, et al.
Published: (2026)

A Dynamic Approach to Stock Price Prediction: Comparing RNN and Mixture of Experts Models Across Different Volatility Profiles
by: Vallarino, Diego
Published: (2024)

Interference Produces False-Positive Pricing Experiments
by: Roemheld, Lars, et al.
Published: (2024)

Revisiting Day-ahead Electricity Price: Simple Model Save Millions
by: Wang, Linian, et al.
Published: (2024)

Probabilistic Forecasting for Day-ahead Electricity Prices, Battery Trading Strategies and the Economic Evaluation of Predictive Accuracy
by: Hirsch, Simon, et al.
Published: (2026)

ForeComp: An R Package for Comparing Predictive Accuracy Using Fixed-Smoothing Asymptotics
by: Shin, Minchul, et al.
Published: (2026)