The purpose of this paper is to evaluate the forecasting performance of linear and non-linear generalized autoregressive conditional heteroskedasticity (GARCH)–class models in terms of their in-sample and out-of-sample forecasting accuracy for the Tadawul All Share Index (TASI) and the Tadawul...

How to contemplate several types of data and generate an efficient analysis? It was possible to notice an opportunity to use Machine Learning (ML) with artificial intelligence. This study uses ML techniques and automated data extraction to focus on forecast price trends in assets of the...