Abstract:
Predicting share prices of stock market is a
common topic of research in all over the world because
of interest of the mass investors. However, it is a
challenging issue because price is affected by external
factors and has higher volatility. In this study, Artificial
Neural Network (ANN) is a latest tool which has used to
predict the Dhaka Stock Exchange Broad Index (DSEX)
for the duration from August, 2013 to December, 2018.
DSEX represents around 97% of the total equity
Market Capitalization. In this paper Three Layer Feed
Forward Neural Network using Back propagation
learning algorithm is used. The accuracy of the model is
examined by calculating Root Mean Square Error
(RMSE) values. The fitted ANN model showed better
prediction pattern with smaller error values.
