PROJECT · #DSE—LSTM—001 // TIME-SERIES FORECASTING
Dhaka Stock Exchange · ACI — LSTM forecasting
ACI · Dhaka Stock Exchange
2008-03-19 → 2022-12-29
3,515 trading days
lookback 30d
9 features
01 — EVALUATION & BASELINE
RMSE
5.61 BDT
MAE
3.91 BDT
MAPE
1.40 %
Directional
47.3 %
| Model | RMSE | MAE | MAPE % |
|---|---|---|---|
| Naive persistence | 4.067 | 2.471 | 0.875 |
| LSTM (32×2) | 5.606 | 3.910 | 1.398 |
The naive "tomorrow = today" baseline is deceptively strong for daily
equity prices (near a random walk). Here it edges out the LSTM —
reporting this honestly is the point: the evaluation is leak-free, and it shows the model isn't
just echoing the last price. Beating persistence would need a different target (returns) or extra signal.
02 — PRICE HISTORY
03 — ACTUAL VS PREDICTED
04 — LIVE FORECAST
05 — FEATURE IMPORTANCE