Investigating the accuracy of different short-term forecasting methods about stock index and the daily number of coronavirus disease (covid-19) cases in Iran

Firstly, on February 20, 2020, the World Health Organization (WHO) to declare coronavirus disease (covid-19) as a global emergency, and then a pandemic on 11th March. Like the political, social, cultural, and economic disorders caused by Corona disease, financial markets fluctuated sharply in line with Coronachr('39')s news. According to the subject importance of the present study, the short-term forecasting power of initiative method (SutteARIMA), were analyzed in compare to the three common methods such as "Auto Regressive Integrated Moving Average", "Artificial Neural Networks", and "Holt-Winters". To predict the stock index of 50 active companies in the Tehran Stock Exchange market, and the daily number of coronavirus (Covid-19) confirmed cases in Iran, during the range of solar date from 1398/12/05 to 1399/02/31. The results showed that the short-term forecasting outcomes related to the SutteARIMA method have more accuracy and less error compared to the other three methods.