A Regression-Based Share Market Prediction Model for Bangladesh

Syeda Tasnim Fabiha, Rubaiyat Jahan Mumu, Farzana Aktar and B M Mainul Hossain

Papers from arXiv.org

Abstract: Share market is one of the most important sectors of economic development of a country. Everyday almost all companies issue their shares and investors buy and sell shares of these companies. Generally investors want to buy shares of the companies whose market liquidity is comparatively greater. Market liquidity depends on the average price of a share. In this paper, a thorough linear regression analysis has been performed on the stock market data of Dhaka Stock Exchange. Later, the linear model has been compared with random forest based on different metrics showing better results for random forest model. However, the amount of individual significance of different factors on the variability of stock price has been identified and explained. This paper also shows that the time series data is not capable of generating a predictive linear model for analysis.

Date: 2025-07
References: Add references at CitEc
Citations:

Downloads: (external link)
http://arxiv.org/pdf/2507.18643 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2507.18643

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().