مقال بحثي وصول مفتوح
Volatility Forecasting for Muscat Security Market Index using Markov Switching GARCH Model and Back-propagation Neural Network
This study examines key characteristics of stock market time series, such as regime shifts and non-linearity, which necessitate specialized methods for capturing market volatility. To improve volatility forecasting for the Muscat Securities Market Index (MSMI), the paper proposes a Back-Propagation Neural Network (BPNN …