英文摘要 |
The fundamentals of listed stock companies are the main factors affecting the long-term development trend of the stock market. From the perspective of long-term investment in the stock market, the profits and earnings of listed companies will eventually reflect their market value. Operating revenue has information connotation and isthe main source of company profits. Therefore, the forecast of future monthly revenue of listed companies can give investors early access to meaningful information. In order to further improve the accuracy of forecasting, this study improves the traditional ARIMA model and implements the comparison of the prediction performance of several different algorithms. The average absolute percentage error (MAPE) is used to evaluate the forecast accuracy of each algorithm. Finally, the best algorithms are used to forecast the monthly revenue of the listed company in Taiwan in the next 12 months. The results provide long-term investors in the stock market with a prior understanding of the company's future monthly revenue growth trend and investment reference. |