stock-price-prediction

This was submitted on the 21st August 2020 as part of my dissertation project for the Master's in Computer Science degree at Newcastle University. In this project, I investigated the existing and new methods of predicting stock price. In particular, the ARIMA model is a robust and established model. On the other hand, the Prophet model, a newer additive model claims to be better than the ARIMA. Finally, the LSTM model, a type of neural network model, is also used due to its ability to learn sequences of input and its ability to filter input by forgetting information it considers irrelevant.