A Comparative Analysis of Machine Learning Models for Long and Short-Term Forecasting of the Egyptian Stock Market: A Focus on EGX30

Muhammed Walid, Ahmed El-Naeimy, Hosam Moubarak +1

The paper compares several machine learning models, including GRU, XGBoost, and KNN, for short- and long-term forecasting of Egypt's EGX30 stock index, identifying which models per…