Forecasting stock returns is considered one of the hardest tasks for every potential investor. This paper attempts to … examine the best univariate Autoregressive Integrated Moving Average model for forecasting. This research examined ARIMA (p …

is related to dividend growth. A single dominant realised returns factor is also noted. A forecasting exercise comparing …

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 …