You can make it out of steel plates.

steel aint cost effective

But cheaper than moulds and better finish.

Try with ferrocrete.

You could also consider foam concrete. This way your total form can be broken into smaller sub-forms and pre-cast with foam concrete and then assembled in-situ. You wouldn't need elaborate and heavy steel structure for it either.

@ Soumitra - the smaller sub forms will be in hundreds, all in different unique curvature, he is trying to achieve a concave shape, not an arc

@ maulik - fiber reinforced too needs a formwork, it cant stand on its own while curing