Neural Networks and Rules-based Systems used to Find Rational and Scientific Correlations between being Here and Now with Afterlife Conditions
February 17, 2026
Neural Networks and Rules-based Systems used to Find Rational and
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C: FINANCE4JS37
Crossref Journal DOI 10.17406/GJMBR
Print ISSN 0975-5853
e-ISSN 2249-4588
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Neural Networks and Rules-based Systems used to Find Rational and
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This paper aims to model the volatility of Moroccan Stock Exchange and evaluate the predictive performance of volatility models during 2005-2020. Through an empirical study, we show that the closing price of MADEX and MASI index has some empirical characteristics known as “stylized facts” which make the standard models of volatility unable to replicate their characteristics. We use the GARCH, EGARCH, APARCH, FIGARCH and FIEGARCH models to estimate the volatility of the Moroccan Stock Exchange. The first result shows that the volatility of the Moroccan stock market does not behave similarly to the volatility of the international stock markets because she reacts to negative shocks and positive shocks. A second result shows that the FIGARCH and FIEGARCH models provide superior performance than the other GARCH volatility models which is an indicator of the presence of a long memory in the volatility process.
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