Dhaka Stock Market analysis with ARIMA-LSTM Hybrid Model

Dhaka Stock Market analysis with ARIMA-LSTM Hybrid Model

This thesis is submitted in partial fulfillment of the requirements for the degree of Bachelor of Science in Computer Science, 2019.

Bibliografiske detaljer
Main Authors:	Arnob, Raisul Islam, Alam, Rafatul, Alam, Alvi Ebne
Andre forfattere:	Majumdar, Mahbubul Alam
Format:	Thesis
Sprog:	English
Udgivet:	Brac University 2020
Fag:	LSTM ARIMA Portfolio Dhaka Stock Exchange Linear
Online adgang:	http://hdl.handle.net/10361/13640

Lignende værker

Forecasting market movement in Dhaka Stock Exchange: LSTM vs. ARIMA
af: Chakraborty, Pranjal
Udgivet: (2019)

Dhaka Stock Exchange stock price prediction using Machine Learning and Deep Learning Models
af: Barua, Debalina
Udgivet: (2023)

Stock price prediction using time series data
af: Mazed, Mashtura
Udgivet: (2019)

IPO process analysis of Dhaka Stock Exchange Limited
af: Samin, Tahia
Udgivet: (2017)

Monitoring, investigation compliance (MIC) & corporate image of Dhaka stock exchange
af: Haider, H. M. SIbbir
Udgivet: (2015)

Sensitiveness of stock market returns to macroeconomic determinants; an empirical study on the pharmaceutical industry of Dhaka Stock Exchange
af: Tasrin, Ibnat
Udgivet: (2024)

Impact of fundamental factors on stock price: a case based approach on pharmaceutical companies listed with dhaka stock exchange
af: Haque, Samina, et al.
Udgivet: (2016)

The impact of Covid-19 on the investment decisions of the investors in Dhaka Stock Exchange
af: Bin Taher, Talash
Udgivet: (2023)

Analyzing area-wise air pollution level using machine learning for a better future
af: Sihan, Sk. Atik Tajwar, et al.
Udgivet: (2021)

Common stock valuation of Orion Pharma Limited
af: Dina, Priya Darshini
Udgivet: (2018)

The global stock market
af: Wójcik, Dariusz

Pre- and post- COVID-19 comparative stock return analysis on specific industries in Dhaka Stock Exchange
af: Yasar, Samin
Udgivet: (2022)

Potential of the stock trade of Bangladesh: An overview of BRAC EPL stock brokerage
af: Binte Zahid, Jannat
Udgivet: (2023)

Market efficiency in weak form: empirical evidence from Bangladesh Stock Market
af: Hossain, Md. Delowar
Udgivet: (2019)

Forecasting stock market prices using advanced tools of machine learning
af: Anwar, Md. Tawhid, et al.
Udgivet: (2019)

Comparing the performance of time series models for forecasting exchange rate
af: Newaz, M.K.
Udgivet: (2010)

Monthly review, Aug-Jul 2004-2005.

RED-LSTM: Real time emotion detection using LSTM
af: Labiba, Mansura Rahman, et al.
Udgivet: (2023)

Trade operating and client management process of UCB Stock Brokerage Limited
af: Ahmad Abdullah, Jami
Udgivet: (2022)

A computer vision based approach for stalking detection using CNN-LSTM hybrid model
af: Iqbal, Shahriar, et al.
Udgivet: (2023)

Comparative analysis of machine learning models for stock price analysis across different dataset sizes
af: Srabon, Abir Alam, et al.
Udgivet: (2023)

Market sentiment assessment of investors on Bangladeshi Pharmaceutical Stocks incorporating multiples valuation approach
af: Mikath, Tazir Chowdhury
Udgivet: (2024)

Equity valuation method and other aspects of research in BRAC EPL Stock Brokerage LTD.
af: Halim, Abdul
Udgivet: (2023)

Analysis of financial data on the time series using data from the stock market
af: Shachcha, Ifad Bhuiyan, et al.
Udgivet: (2022)

Effect of liquidity risk on the profitability of Islamic banks listed in Dhaka Stock Exchange: a comparative study between Shahjalal Islami Bank Limited and other listed banks
af: Rashid, Bushra Binte
Udgivet: (2019)

Stock Market Price movement prediction using RNN and Point-weight Sentiment
af: Uddin, S. M. Rageeb Noor, et al.
Udgivet: (2022)

Bangladesh share market : looking ahead after two big crashes /
af: Hossain, Md. Toufique

The Impact of Securities Exchange Commission and brokerage house on investors
af: Iraj, Musray Alam
Udgivet: (2017)

Technical analysis of stock trends /
af: Edwards, Robert D. (Robert Davis), 1893-
Udgivet: (2019)

RansomListener: Ransom call sound investigation using LSTM and CNN Architectures
af: Rahman, Rafeed, et al.
Udgivet: (2021)

Current stock market of Bangladesh
af: Tabassum, Mehnaj
Udgivet: (2014)

SmartMoney stock picker's bible /
af: Huang, Nellie S.
Udgivet: (2002)

Machine learning based analysis and prediction of crop yield and prices of Aman, Aus and Boro rice
af: Bhattacharjee, Ruposri, et al.
Udgivet: (2024)

Performance of Lankabangla securities
af: Bosu, Ashesh Pranto
Udgivet: (2024)

A broad study on BRAC EPL stock brokerage limited : impact of commission rate on BRAC EPL stock brokerage Ltd.
af: Farina, Tasmin Jahan
Udgivet: (2016)

Digital brand communication transformation in the stock brokerage industry
af: Baroi, Rojer Nicothem
Udgivet: (2023)

The rise of young investors: exploring students’ interest in the stock market
af: Morshed, Abu Saleh Muhammad Sarwar
Udgivet: (2024)

Fundamentals of the stock market /
af: Wyss, B. O'Neill
Udgivet: (2001)

Analyzing the impact of existing floor price on the brokerage industry: a case study of LankaBangla Securities
af: Khan, Redwan Alam
Udgivet: (2024)

Hybrid recommendation system of intelligent captioning using deep learning networks
af: Wasi, Ahamed Al, et al.
Udgivet: (2024)