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 …

forecasting volatility model with the most appropriate error distribution. The results suggest the presence of leverage effect … forecasting model that could guarantee a sound policy decisions. …