Research ArticleTransactions on Banking, Finance, and Leadership Informatics
Volume 1, Issue 2 · 28 January 2025
ISSN: 3067-5804 · E-ISSN: 3067-5812
Integrating AI and Econometrics for Equity Forecasting: A Case Study on Apple and Microsoft Stocks
Show affiliations
Md Abdullah Al Mahmud:Faculty Member and Chairperson of MBA, International American University, Los Angeles, CA 90010, USA
Md Anikur Rahman:Cybersecurity Expert, Washington University, USA
Abdullah Al Masum:Department of Information Technology, Westcliff University, Irvine, CA 92614, USA
Md Kamruzzaman:Department of Computer Science, University of Texas at Dallas, Texas, 75080, USA
Article ID:tbfli25001
Abstract
Financial forecasting in the US stock market has traditionally relied on econometric models such as ARIMA, SARIMA, and GARCH, which offer interpretability and robust performance in stable environments. However, the increasing complexity and volatility of modern markets— driven by nonlinear dynamics and high-frequency trading—have exposed the limitations of these
Keywords
ARIMA-GARCH hybridstock modelspecifically Apple (AAPL) price predictionvolatility clustering
Article Information
Received
16 June 2025
Accepted
1 July 2025
Published
28 January 2025
ISSN
3067-5804
E-ISSN
3067-5812
Article Type
Research Article
Open Access
Yes – Open Access