Open access
Sep 2026
Hybrid Traditional Statistical and Deep Learning Models for Modelling the FTSE/JSE Top 40 Index: Evidence from an Emerging Equity Market
Forecasting equity returns remains challenging because financial markets exhibit nonlinear dynamics, volatility clustering, and complex temporal dependencies that are difficult to capture using a single modelling approach. Traditional statistical models can capture dependence and volatility dynamics, while deep learnin...
Johannes Tshepiso Tsoku, Patrick Malose Leeto Shogole, Sharon Nwanamidwa et al.
· Forecasting · 0 citations