Browsing by Subject "Autoregressive integrated moving average"

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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 ...