This paper presents a study of Artificial Neural Network (ANN) and Bayesian Network (BN) for use in stock index … the new instance were classified. The performance evaluation carried out showed results of 59.38% for ANN and 78.13% for … ANN when it comes to predicting short period of time; and that useful prediction can be made for All Share index of NSE …

improved ex-post volatility measurements but has also inspired research into their potential value as an informa-tion source … for longer horizon volatility forecasts. In this paper we explore the forecasting value of these high fre-quency series in … conjunction with a variety of volatility models for returns on the Standard & Poor's 100 stock index. We consider two so …

stock of recent theoretical insights on this model in Duchon et al. (2012) to derive forecasts of financial volatility … the RV framework. We compare the predictive ability of the two against seven classical and multifractal volatility models …