Comparing the ARIMA, KNN and ANN Models on the Stock Price of Google

In this paper, by using the R language, the published Google stock data obtained from the New York Stock Exchange are used to test the performance of the ARIMA model, KNN model and artificial neural network model for stock price prediction. Experimental results show that the prediction accuracy of the neural network model is higher than that of the other two models. This finding will give us some guidance when we choose the stock price and forecast model.