Forecasting Dse Broad Index

Rubi, Maksuda Akter; Hossain, Md Kamrul

dc.contributor.author	Rubi, Maksuda Akter
dc.contributor.author	Hossain, Md Kamrul
dc.date.accessioned	2019-07-30T10:38:04Z
dc.date.available	2019-07-30T10:38:04Z
dc.date.issued	2019-07-01
dc.identifier.issn	1818-5878
dc.identifier.uri	http://hdl.handle.net/123456789/3145
dc.description.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.	en_US
dc.language.iso	en	en_US
dc.publisher	Daffodil International University	en_US
dc.subject	DSEX	en_US
dc.subject	ANN	en_US
dc.subject	Back Propagation Algorithm	en_US
dc.subject	RMSE	en_US
dc.title	Forecasting Dse Broad Index	en_US
dc.title.alternative	An Application of Multi-Layer Feed Forward Neural Network	en_US
dc.type	Article	en_US