M. Arifur Rahman

An approach to predict and forecast the price of constituents and index of cryptocurrency using machine learning

Reaz A. Chowdhury, M. Arifur Rahman, M. Sohel Rahman et al. · Physica A Statistical Mechanics and its Applications · 2020 · 136 citations · Full text

Engineering, Asset Pricing, Data Science +13

Herding where retail investors dominate trading: The case of Saudi Arabia

M. Arifur Rahman, Shah Saeed Hassan Chowdhury, M. Shibley Sadique · The Quarterly Review of Economics and Finance · 2015 · 54 citations

Market Microstructure, Economics, Market Manipulation +10

Predicting the stock price of frontier markets using machine learning and modified Black–Scholes Option pricing model

Reaz A. Chowdhury, M. R. C. Mahdy, Tanisha Nourin Alam et al. · Physica A Statistical Mechanics and its Applications · 2020 · 48 citations

Option Pricing, Computational Finance, Financial Economics +13

Determinants of Loan Repayment Performance of Small and Medium Enterprises (SMEs) in Ghana: The Case of Asante Akyem Rural Bank

Ahmed Tijani Salifu, Zakiya Tofik-Abu, M. Arifur Rahman et al. · Journal of African Business · 2018 · 19 citations

Swings in Sentiment and Stock Returns: Evidence from a Frontier Market

M. Arifur Rahman, Lim Kok Shien, M. Shibley Sadique · International Journal of Trade Economics and Finance · 2013 · 12 citations