verifying
to which extension both methods can predict the principal index
(Ibovespa) of this emergent market; to compare the relative number
of times that both models can corrected predict the sign of
the index returns; and finally to compare the results obtained with
both methods. Another point which is also addressed here is the
influence of the technical configuration used in both models on
the accuracy of the results obtained. To this end, the article is organized
as follows: after the introduction, the Section 2 introduces
both techniques used in this work; in Section 3 the results obtained
are shown and discussed. Finally the conclusions are drawn.