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Over the recent past, stylized facts have not yielded a synthesis regarding the predictability of returns for alternative investment assets such as hedge funds. Recent studies on alternative asset return predictability have added to the ambiguity. These studies suggest that classification prediction methods may dominate more traditional return-level(More)
The purpose of this study is to model the nonparametric realized volatility of the futures contract as traded in domestic U.S. markets for exchange involving the South African rand and the U.S. dollar (ZAR). The study embraces a Bayesian regularization radial basis function (RBF) artificial neural network (ANN) to model the complex volatility patterns. The(More)
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