Transforming Stock Price Forecasting: Deep Learning Architectures and Strategic Feature Engineering

NQ Anh, HX Son - International Conference on Modeling Decisions for …, 2024 - Springer
This paper delves into the multifaceted landscape of stock prices, as their nature makes
accurate forecasting a considerable challenge for investors and researchers. The analysis …

Prediction Stock Price of Shanghai Pudong Development Bank with ARIMA and ARCH/GARCH Models

IW Sunarya - Jurnal Aplikasi Manajemen, Ekonomi …, 2024 - jameb.stimlasharanjaya.ac.id
This research was conducted to predict stock prices from July 2024 to December 2024. The
stock chosen for prediction was Shanghai Pudong Development Bank. The ARIMA and …

Impact of Exchange Rate on the CSE All Share Price Index in Bangladesh: A Vector Error Correction Model-Based Study

MS Islam, TU Chowdhury - Asian Journal of Managerial Science, 2024 - ajmsjournal.org
This study aims to investigate the intricate relationship between exchange rate fluctuations
and the CSE All Share Price Index (CASPI) in the context of Bangladesh. Employing a …

[PDF][PDF] A Comparative Study of ARIMA, Artificial Neural Networks, and Kalman Filter Models for Dhaka Stock Exchange Forecasting

AT Biva, MSA Khan, ABMS Hossain - GANIT: Journal of Bangladesh …, 2024 - banglajol.info
ABSTRACT The ARIMA, Artificial Neural Networks (ANN), Kalman Filter, and hybrid ARIMA
ANN models are compared in this article in order to establish a forecast for some stock …

Forecasting Dhaka stock exchange prices using machine learning models: a Performance analysis

MI Alam, MD Rahman, NI Shakil, M Ibnat, R Tasnia - 2024 - dspace.bracu.ac.bd
The financial markets have always been a focal point of interest for investors, analysts, and
researchers. Predicting stock prices accurately has remained a challenging task. For many …

Transforming Stock Price Forecasting: Deep Learning Architectures and Strategic Feature Engineering

A Nguyen, S Ha - Available at SSRN 4729146, 2023 - papers.ssrn.com
This paper delves into the multifaceted landscape of stock prices, as their nature makes
accurate forecasting a considerable challenge for investors and researchers. The analysis …

Comparative Study of Stock Price Forecasting Models PT. Unilever Indonesia Tbk Using Arima and Garch

M Citra - IJCS: International Journal of Community …, 2021 - ejournal.ipinternasional.com
The purpose of this study is to know the comparison of forecasting models in predicting the
stock price of PT. Unilever Indonesia Tbk. In this study, there are 2 forecasting models …

[PDF][PDF] Application of ARIMA Model in Forecasting Exchange Rate: Evidence from Bangladesh

MS Islam, TU Chowdhury - Asian Journal of Managerial Science, 2022 - ajmsjournal.org
This paper attempts to apply the ARIMA time series model to forecast the exchange rate of
seven currencies (United States Dollar, Euro, Pound sterling, Australian Dollar, Japanese …