K. H. D. Vijaya Lakshmi Yalamanchali

Forecasting Indian Banking Stock Prices: A Comparative Evaluation of ARIMA, ARCH, GARCH, RNN, and LSTM Models

Objective: The main objective of this paper is to compare ARIMA, ARCH, GARCH, RNN, and LSTM forecasting models to determine the best approach for forecasting the adjusted prices. Methodology: Daily stock price data covering the period from April 2015 to March 2025 were obtained from the National Stock Exchange to cond...