A Regression-Based Share Market Prediction Model for Bangladesh
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arXiv
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| Main Authors: | , , , |
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| Format: | Preprint |
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2025
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| _version_ | 1866916862139301888 |
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| author | Fabiha, Syeda Tasnim Mumu, Rubaiyat Jahan Aktar, Farzana Hossain, B M Mainul |
| author_facet | Fabiha, Syeda Tasnim Mumu, Rubaiyat Jahan Aktar, Farzana Hossain, B M Mainul |
| contents | 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. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2507_18643 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | A Regression-Based Share Market Prediction Model for Bangladesh Fabiha, Syeda Tasnim Mumu, Rubaiyat Jahan Aktar, Farzana Hossain, B M Mainul Statistical Finance Machine Learning 62J05, 62P20 62J05, 62P20 62J05, 62P20 I.2.6; J.1; J.4 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. |
| title | A Regression-Based Share Market Prediction Model for Bangladesh |
| topic | Statistical Finance Machine Learning 62J05, 62P20 62J05, 62P20 62J05, 62P20 I.2.6; J.1; J.4 |
| url | https://arxiv.org/abs/2507.18643 |