Zahra Farshadfar

[ 1 ] - Nonlinear Model Improves Stock Return Out of Sample Forecasting (Case Study: United State Stock Market)

Improving out-of-sample forecasting is one of the main issues in financial research. Previous studies have achieved this objective by increasing the number of input variables or changing the kind of input variables. Changing the forecasting model is another possible approach to improve out-of-sample forecasting. Most researches have focused on linear models, while few have studied nonlinear mod...