Unlocking stock market insights: Comparing the efficiency of ARIMA and HWES in New Zealand Index predictions
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Authors
Lata, R.
Dassanayake, Wajira
Dassanayake, Wajira
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Date
2024-12-10
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Conference Contribution - Oral Presentation
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Keyword
New Zealand Stock Exchange (NZX)
stock markets
stock movement prediction
stock price analysis
AutoRegressive Integrated Moving Average (ARIMA)
Holt-Winters Exponential Smoothing (HWES)
deep-learning algorithms
algorithms
New Zealand
stock markets
stock movement prediction
stock price analysis
AutoRegressive Integrated Moving Average (ARIMA)
Holt-Winters Exponential Smoothing (HWES)
deep-learning algorithms
algorithms
New Zealand
ANZSRC Field of Research Code (2020)
Citation
Lata, R., & Dassanayake, W. (2024, December 10). Unlocking stock market insights: Comparing the efficiency of ARIMA and HWES in New Zealand Index predictions [Paper presentation]. 2024 Auckland Region Accounting Conference, Unitec Mt Albert Campus, Auckland, New Zealand
https://hdl.handle.net/10652/6853
Abstract
RESEARCH QUESTIONS
Which model offers higher accuracy for the NZX indicies?
How do these models handle market volatility unique to New Zealand?
What are the implications of each model for practitioners and researchers in global and emerging markets?
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