Browsing by Author "Arnob, Raisul Islam"

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    • 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 ...