Skip to main content

AAPL Forecasting Using Contemporary Time Series Models

  • Conference paper
  • First Online:
Advances in Computational Collective Intelligence (ICCCI 2023)

Abstract

Predicting the value of stock prices is separate from external investment exposure to the stock market. The aim of the article is to evaluate selected time series forecasting models in forecasting stock data – exactly Apple Inc. (AAPL) stock price. There are not many articles in the literature on the possibility of using ML models in forecasting stock prices. It is important to ask the question whether ML models give better results than traditional models. To answer this question, in this article following regression models ARIMA, Logistic Regression were analyzed but also were used VEC, LSTM, XGBoost, Prophet.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 89.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 119.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Similar content being viewed by others

References

  1. Asteriou, D., Hall, S.G.: Applied Econometrics, 2nd edn. Palgrave Macmillan, New York (2011)

    Google Scholar 

  2. Brockwell, P.J., Davis, R.A.: Time Series: Theory and Methods, 2nd edn. Springer, New York (2009)

    MATH  Google Scholar 

  3. Chen, T., Guestrin, C., XGBoost: A scalable tree boosting system. In: Proceedings of the 22nd ACM SIGKDD International Conference on Knowledge Discovery and Data Mining – KDD’16, pp. 785–794. ACM Press, New York (2016)

    Google Scholar 

  4. Cheung, C.P.: Multivariate time series analysis on airport transportation. Unpublished master’s thesis, The University of Hong Kong ((1991)

    Google Scholar 

  5. Dutka, M.: Prognozowanie generacji energii elektrycznej z odnawialnych źródeł energii przy wykorzystaniu metod sztucznej inteligencji, rozprawa doktorska, Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie , Kraków (2020)

    Google Scholar 

  6. Górecki, B.: Podstawowy kurs nowoczesnej ekonometrii. www.uczelniawarszawska.pl/upl/1223105394.pd. Last accessed 21 Dec 2021

  7. Hannan, E.J., Deistler, M.: Statistical theory of linear systems. Wiley series in probability and mathematical statistics. New York: John Wiley and Sons (1988)

    Google Scholar 

  8. Hannan, E.J.: Multiple time series. In: Wiley Series in Probability and Mathematical Statistics. John Wiley and Sons, New York (1970)

    Google Scholar 

  9. Kashpruk, N., Dissertation, P.: Comparative Research of Statistical Models and Soft Computing for Identification of Time Series and Forecasting. Opole University of Technology, Opole (2020)

    Google Scholar 

  10. Kawad, S., Prevedouros P.D.: Forecasting air travel arrivals: Model development and application at the Honolulu International Airport. Transportation Research Board, 1506 (1995)

    Google Scholar 

  11. Lula, P., Tadeusiewicz, R.: Wprowadzenie do sieci neuronowych. StatSoft, Kraków (2001)

    Google Scholar 

  12. Mach, Ł.: Zastosowanie regresji logistycznej do określenia prawdopodobieństwa sprzedaży zasobu mieszkaniowego. In: Knosal (ed.) Komputerowo Zintegrowane Zarządzanie 2 (2010)

    Google Scholar 

  13. Malska, W., Wachta, H.: Wykorzystanie modelu ARIMA do analizy szeregu czasowego, Zeszyty Naukowe Politechniki Rzeszowskiej 292, Elektrotechnika 34, RUTJEE, z. 34 (2015)

    Google Scholar 

  14. McCulloch, W.S., Pitts, W.: A logical calculus of the ideas immanent in nervous activity. Bull. Math. Biophys. 5, 115–133d (1943)

    Article  MathSciNet  MATH  Google Scholar 

  15. Mills, T.C.: Time Series Techniques for Economists. Cambridge University Press, Cambridge (1990)

    MATH  Google Scholar 

  16. Morajda, J.: Wykorzystanie perceptronowych sieci neuronowych w zagadnieniu wyceny nieruchomości, Zeszyty Naukowe Małopolskiej Wyższej Szkoły Ekonomicznej w Tarnowie. Prace z zakresu informatyki i zarządzania (2005)

    Google Scholar 

  17. Payne, J.E., Taylor, J.P.: Modelling and forecasting airport passengers: a case study for an introductory forecasting course. Int. J. Inform. Operat. Manag. Educ. 2(2), 167 (2007). https://doi.org/10.1504/IJIOME.2007.015282

    Article  Google Scholar 

  18. Pełka, M.: Regresja logistyczna dla danych symbolicznych interwałowych, Econometrics. Ekonometria. Advances in Applied Data Analytics, Wydawnictwo Uniwersytetu Ekonomicznego we Wroclawiu (2015)

    Google Scholar 

  19. Prevedouros, P.D.: Origin-specific visitor demand forecasting at honolulu international airport. Transport. Res. Record: J. Transport. Res. Board 1600(1), 18–27 (1997). https://doi.org/10.3141/1600-03

    Article  Google Scholar 

  20. Radomska, S.: Prognozowanie indeksu WIG20 za pomocą sieci neuronowych NARX i metody SVM. Bank i Kredyt, Narodowy Bank Polski 52(5), 457–472 (2021)

    Google Scholar 

  21. Scikit-learn: https://scikit-learn.org/stable/modules/svm.html#mathematical-formulation. Last accessed 21 Jan 2022

  22. Taylor, S.J., Letham, B.: Forecasting at Scale. Am. Stat. 72(1), 37–45 (2018)

    Article  MathSciNet  MATH  Google Scholar 

  23. Uddin, W., Mc Cullough, B.F., Crawford, M.M.: Methodology for forecasting air travel and airport expansion needs. Transp. Res. Board 1025, 7–14 (1985)

    Google Scholar 

  24. Whittle, P.: Hypothesis Testing in Time Series Analysis. Almquist and Wicksell (1951)

    Google Scholar 

  25. Wójcik, F.: Prognozowanie dziennych obrotów przedsiębiorstwa za pomocą algorytmu XGBoost – Studium Przypadku, Studia Ekonomiczne. Zeszyty Naukowe Uniwersytetu Ekonomicznego w Katowicach 375 (2018)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Krzysztof Ziółkowski .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2023 The Author(s), under exclusive license to Springer Nature Switzerland AG

About this paper

Check for updates. Verify currency and authenticity via CrossMark

Cite this paper

Ziółkowski, K. (2023). AAPL Forecasting Using Contemporary Time Series Models. In: Nguyen, N.T., et al. Advances in Computational Collective Intelligence. ICCCI 2023. Communications in Computer and Information Science, vol 1864. Springer, Cham. https://doi.org/10.1007/978-3-031-41774-0_27

Download citation

  • DOI: https://doi.org/10.1007/978-3-031-41774-0_27

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-031-41773-3

  • Online ISBN: 978-3-031-41774-0

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics