Browsing by Author "Chakraborty, Pranjal"
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Forecasting market movement in Dhaka Stock Exchange: LSTM vs. ARIMA
Chakraborty, Pranjal (Brac University, 2019-04)This paper creates and examines the performance of LSTM models against ARIMA models, using Dhaka Stock Exchange data from beginning of 2000 to the beginning of 2019. An algorithm has been designed to simultaneously train ... -
Predicting stock market movement using sentiment analysis of twitter feed
Chakraborty, Pranjal; Rony, Rashad Al Hasan; Pria, Ummay Sani (BRAC University, 4/16/2017)Collecting opinions of mass people through the social networking sites has become easy and handy now-a-days. These opinions show the sentimental state of a large number of people, which, according to behavioral economics, ...