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Browsing Dissertations & Thesis by Author "Panakaduwa Gamage, Lakmini Ojithma"

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Stock Price Predictability: Unravelling the Forecasting Capabilities of LSTM (Long Short Term Memory), XGBoost (Extreme Gradient Boosting), ARIMA (Autoregressive Integrated Moving Average), VAR (Vector Autoregression) and GARCH( Generalized Autoregressive Conditional Heteroskedasticity)

Panakaduwa Gamage, Lakmini Ojithma (IIT, 2023)

"Purpose - Stock price forecasting has evolved significantly with advancements in computational models and the wealth of ample and easy data availability. This research seeks to investigate the predictive power of LSTM, ...

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