RETRACTED: STOCK PRICE FLUCTUATION PREDICTION METHOD BASED ON TIME SERIES ANALYSIS (Retracted Article)

With the rapid development of capital market and the great increment of people's income, more and more people want to invest money to the stock market and increase their wealth. Hence, the stock market has been an important part of the modern market economy. In this paper, we propose a novel stock price fluctuation prediction method based on the time series analysis technology. The main idea of this paper lies in that stock price of the future is predicted by mining and analyzing the historical data. Particularly, 16 technical indicators are chosen as input variables to the proposed model. Afterwards, we propose a hybrid ARIMA-ANN model to solve the stock price prediction problem, and the stock price is predicted by both the low volatility component and the high volatility component. Finally, experimental results demonstrate that the proposed can predict the stock price fluctuation with lower error rate.