Tan, Haoran and Gao, Jiayang and Gao, Duping (2023) Forecasting Liquor Index: Applications of ARIMA and Gray Model. In: Proceedings of the 4th International Conference on Economic Management and Model Engineering, ICEMME 2022, November 18-20, 2022, Nanjing, China.
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Abstract
An imperfect stock market provides ambitious investors with plenty of room for arbitrage. Currently, ARIMA (Autoregressive Integrated Moving Average) and Gray forecast models are widely used to forecast future stock prices. In our paper, we aim to investigate the efficiency of those two models. Sinc
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:03 |
| Last Modified: | 17 Apr 2026 03:46 |
| URI: | http://eprints.eai.eu/id/eprint/42028 |
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