A Prediction Approach for Stock Market Volatility Based on Time

Series DataSHEIKH MOHAMMAD IDREES ， M.AFSHAR ALAM ， PARUL AGARWAL

Paper Number: 17287 → 17298Publish: IEEE AccessDate of publish: January 25 ， 2019Electronic ISSN: 2169 3536Jcr Impact Factor: 3.745Advisor: Sheng Chih Yang Reporter: Chun Feng Lin

1

Original

Introduction ——

2

8

OutlineIntr

oRelat

e Work

arima Predi

ct Stock Resu

lt Conclude

9

foreign exchange rate

stock price

Intro

sale

10

foreign exchange rate

stock price

Intro

sale

11

Relate Work This Research Forecast

Technique

12

arima modelpython stats

model stock news

Relate Work

ai

My survey Forecast Technique

13

arima modelpython stats

model stock news

Relate Work

ai

My survey Forecast Technique

14

arima Predict Stock

arimaauto

regress move

average Integrate difference

15

arima Predict Stock

input time serie data

do the adf p value

test ， if the time serie is

stationary ？auto optimize best arima p d q

orderfit arima generate

predict

no ， adf p value > 0.05make the time serie stationary with the difference

yes ， adf p value < 0.05

Result

16

difference

actual data

difference data

Result

17actual data

Result

18difference data