The study reports empirical evidence that artificial neural network based models are applicable to forecasting of stock … the artificial neural network based models outperformed the ARIMA based model in forecasting future developments of the … can be used as predictors for forecasting future values of the stock market returns given that the returns has memory of …

models for forecasting financial market meltdowns. Then we set forth a framework capable of forecasting both extreme events … over prevailing models for evaluating stock market risk exposure during distressed market periods. -- ARMA-GARCH model ; α …