This article applied GARCH model instead AR or ARMA model to compare with the standard BP and SVM in forecasting of the four international including two Asian stock markets indices.These models were evaluated on five performance metrics or criteria. Our experimental results showed the superiority of SVM and GARCH models, compared to the standard BP in forecasting of the four international stock...

The proposed ARCH and its extension model have brought a powerful tool for the study of stock market volatility as well as verify that a “high risk brings high-yield” and the “leverage effect” of stock market. This paper gives modeling analysis by using the ARCH group models; in the last ten years Shanghai’s index returns, concluded that there are significant “high-yield associated with high-ri...

This paper describes an extension of the traditional application of Genetic Programming in the domain of the prediction of daily currency exchange rates. In combination with trigonometric operators, we introduce a new set of high-order statistical functions in a unique representation and analyze their performance using daily returns of the British Pound and Japanese Yen. In addition, the same e...