Browsing by Author "Alam, Rafatul"

Now showing items 1-1 of 1

    • Dhaka Stock Market analysis with ARIMA-LSTM Hybrid Model 

      Arnob, Raisul Islam; Alam, Rafatul; Alam, Alvi Ebne (Brac University, 2019-08)
      This paper proposes the forecasting of correlation coe cients of Dhaka Stock Ex- change market assets required for portfolio optimization using an ARIMA-LSTM hybrid model. We have developed a robust model that encompasses ...