Predictive Modeling of the IT Index: An In-depth Study Using SARIMAX and Market Indicators

Birari, Abhijeet and Salunkhe, Harshal and Yawalkar, Prajakta and Jamadar, Jitendrasinh (2024) Predictive Modeling of the IT Index: An In-depth Study Using SARIMAX and Market Indicators. In: Proceedings of the 1st International Conference on Artificial Intelligence, Communication, IoT, Data Engineering and Security, IACIDS 2023, 23-25 November 2023, Lavasa, Pune, India.

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Abstract

Using time series analysis and the SARIMAX (Seasonal AutoRegressive Integrated Moving Average with eXogenous regressors) model, the study intends to investigate the closing prices of the IT Index. To improve the model's predicting accuracy, variables such as moving averages, daily price disparities,

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 17:19
Last Modified: 17 Apr 2026 00:08
URI: http://eprints.eai.eu/id/eprint/47789

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