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Keywords: NARX
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Journal Articles
Journal of Financial Regulation and Compliance (2024) 32 (5): 590–619.
Published: 16 July 2024
...Sirine Ben Yaala; Jamel Eddine Henchiri Purpose This study aims to predict stock market crises in the Middle East North Africa (MENA) regions by leveraging the nonlinear autoregressive neural network with exogenous inputs (NARX) model with two measures of investor sentiment: the ARMS indicator...
