This paper examines the forecast accuracy of cointegrated vector autoregressive models when confronted with extreme observations at the end of the sample period. It focuses on comparing two outlier correction methods, additive outliers and innovational outliers, within a forecasting framework...

Technical analysis is widely employed in stock trading, relying on popular indicators such as MACD, DMI, KST etc. to predict stock trends. Despite their common use, these lagging indicators can occasionally generate misleading signals. In the literature, machine learning researchers developed...