Image de couverture de livre

A Regression-Based Share Market Prediction Model for Bangladesh

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Fabiha, Syeda Tasnim, Mumu, Rubaiyat Jahan, Aktar, Farzana, Hossain, B M Mainul
Format:	Preprint
Publié:	2025
Sujets:	Statistical Finance Machine Learning 62J05, 62P20 62J05, 62P20 62J05, 62P20 I.2.6; J.1; J.4
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Temporal discontinuity trials and randomization: success rates versus design strength
par: Knaeble, Brian, et autres
Publié: (2024)

A New Stock Market Valuation Measure with Applications to Retirement Planning
par: Sarantsev, Andrey
Publié: (2019)

Branch and Bound to Assess Stability of Regression Coefficients in Uncertain Models
par: Knaeble, Brian, et autres
Publié: (2024)

Stochastic EM Estimation and Inference for Zero-Inflated Beta-Binomial Mixed Models for Longitudinal Count Data
par: Barrera, John, et autres
Publié: (2026)

What's the Price of Monotonicity? A Multi-Dataset Benchmark of Monotone-Constrained Gradient Boosting for Credit PD
par: Koklev, Petr
Publié: (2025)

Reconstructing Subnational Labor Indicators in Colombia: An Integrated Machine and Deep Learning Approach
par: Vera-Jaramillo, Jaime
Publié: (2025)

Is Causality Necessary for Efficient Portfolios? A Computational Perspective on Predictive Validity and Model Misspecification
par: Dominguez, Alejandro Rodriguez
Publié: (2025)

A stochastic method to estimate a zero-inflated two-part mixed model for human microbiome data
par: Barrera, John, et autres
Publié: (2025)

Automatic Debiased Machine Learning via Riesz Regression
par: Chernozhukov, Victor, et autres
Publié: (2021)

Penalized Sparse Covariance Regression with High Dimensional Covariates
par: Gao, Yuan, et autres
Publié: (2024)

Statistical and Machine Learning Analysis of Traffic Accidents on US 158 in Currituck County: A Comparison with HSM Predictions
par: Sawyer, Jennifer, et autres
Publié: (2025)

Adapting Altman's bankruptcy prediction model to the compositional data methodology
par: Keivani, Fatemeh, et autres
Publié: (2026)

Structure and Sensitivity in Differential Privacy: Comparing K-Norm Mechanisms
par: Awan, Jordan, et autres
Publié: (2018)

SAGA: A Sequence-Adaptive Generative Architecture for Multi-Horizon Probabilistic Forecasting with Adaptive Temporal Conformal Prediction
par: Lundström-Imanov, Gustav Olaf Yunus Laitinen-Fredriksson, et autres
Publié: (2026)

Estimation of logistic regression parameters for complex survey data: a real data based simulation study
par: Iparragirre, Amaia, et autres
Publié: (2023)

From Data Acquisition to Lag Modeling: Quantitative Exploration of A-Share Market with Low-Coupling System Design
par: Fang, Jianyong, et autres
Publié: (2025)

Decomposing Discrimination: Causal Mediation Analysis for AI-Driven Credit Decisions
par: Rajamanickam, Duraimurugan
Publié: (2026)

On the Benefits of Accelerated Optimization in Robust and Private Estimation
par: Marchis, Laurentiu Andrei, et autres
Publié: (2025)

Optimizing Forecast Combination Weights Using Exponentially Weighted Hit and Win Rate Losses
par: van Eijk, Henry D., et autres
Publié: (2025)

Analyzing health care data using count models: A novel approach to Length of Stay analysis
par: Ahmad, Peer Bilal, et autres
Publié: (2025)

Air-HOLP: Adaptive Regularized Feature Screening for High Dimensional Correlated Data
par: Joudah, Ibrahim, et autres
Publié: (2024)

Berry-Esseen Bounds and Moderate Deviations for Catoni-Type Robust Estimation
par: Cai, Zhijun, et autres
Publié: (2026)

Correction of estimator bias in linear regression with categorical covariates with classification error
par: Dias, Alexandre Garcia, et autres
Publié: (2025)

Stochastic approximation method for kernel sliced average variance estimation
par: Nkou, Emmanuel De Dieu
Publié: (2024)

A Bayesian approach to functional regression: theory and computation
par: Berrendero, José R., et autres
Publié: (2023)

Global Persistence, Local Residual Structure: Forecasting Heterogeneous Investment Panels
par: Roshka, Oleg
Publié: (2026)

The Influence Function of Penalized Regression Estimators
par: Öllerer, Viktoria, et autres
Publié: (2015)

Modeling Stock Returns and Volatility Using Bivariate Gamma Generalized Laplace Law
par: Kozubowski, Tomasz J., et autres
Publié: (2026)

Unbiased Regression-Adjusted Estimation of Average Treatment Effects in Randomized Controlled Trials
par: Abadie, Alberto, et autres
Publié: (2025)

Multi-layered model-based characterisation of the local-Universe galaxy data from the GAMA survey
par: Dai, Fan, et autres
Publié: (2026)

Transfer Learning for Functional Mean Estimation: Phase Transition and Adaptive Algorithms
par: Cai, T. Tony, et autres
Publié: (2024)

Optimal Design in Repeated Testing for Count Data
par: Parsamaram, Parisa, et autres
Publié: (2024)

The Negative Binomial Chain-Ladder: A Full Likelihood Model for Claim Count Reserving
par: Van Oirbeek, Robin
Publié: (2026)

Capital Asset Pricing Model with Size Factor and Normalizing by Volatility Index
par: Atsiwo, Abraham, et autres
Publié: (2024)

HELIOS -- Hybrid Evaluation of Lifecycle and Impact of Outstanding Science v-2.0
par: Garbayo, Eduardo
Publié: (2025)

Asymptotic independence in higher dimensions and its implications on risk management
par: Das, Bikramjit, et autres
Publié: (2024)

Assessment of the quality of a prediction
par: Sewell, Roger
Publié: (2024)

A Bayesian Updating Framework for Long-term Multi-Environment Trial Data in Plant Breeding
par: Bark, Stephan, et autres
Publié: (2026)

Unbiased estimation and asymptotically valid inference in multivariable Mendelian randomization with many weak instrumental variables
par: Yang, Yihe, et autres
Publié: (2023)

High-dimensional linear regression inference via $\ell^2$ weak convergence
par: Fujimori, Kou, et autres
Publié: (2026)