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Forecasting Dse Broad Index

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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

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