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

Authors

  • Anika Tahsin Biva Department of Applied Mathematics, University of Dhaka, Dhaka-1000, Bangladesh
  • Md Shafiul Alom Khan Department of Applied Mathematics, University of Dhaka, Dhaka-1000, Bangladesh
  • A B M Shahadat Hossain Department of Applied Mathematics, University of Dhaka, Dhaka-1000, Bangladesh

DOI:

https://doi.org/10.3329/ganit.v44i1.73986

Keywords:

ARIMA; ANN; KF; RMSE; MAE; MAPE

Abstract

Abstract not available

GANITJ. Bangladesh Math. Soc. 44.1 (2024) 29-58

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Published

2024-06-25

How to Cite

Biva, A. T., Khan, M. S. A., & Hossain, A. B. M. S. . (2024). A Comparative Study of ARIMA, Artificial Neural Networks, and Kalman Filter Models for Dhaka Stock Exchange Forecasting. GANIT: Journal of Bangladesh Mathematical Society, 44(1), 29–58. https://doi.org/10.3329/ganit.v44i1.73986

Issue

Vol. 44 No. 1 (2024)

Section

Articles

License

The copyright of GANIT: Journal of Bangladesh Mathematical Society is reserved by Bangladesh Mathematical Society (web: https://bdmathsociety.org/)