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Salha Altharwi

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Open access Sep 2026

Machine Learning-Based Stock Return Prediction: Evidence from the Saudi Arabian Stock Market (Tadawul)

Return predictability on the Saudi Arabian Stock Exchange (Tadawul), the largest equity market in the Middle East, remains underexplored relative to its structural distinctiveness as an oil-linked, retail-dominated emerging market. We compare 11 predictive models spanning five linear (regularised) regressors, three tre...

Salha Altharwi, M. Ismail · 0 citations

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