Financial time series prediction using gap networks

Financial time series prediction using gap networks

This project aims to predict future values of the currency exchange rates based on its past values using Growing and Pruning network. The results were evaluated in terms of direction accuracy and testing accuracy.

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Bibliographic Details
Main Author: Aung Myuu Latt
Other Authors: Saratchandran, Paramasivan
Format: Theses and Dissertations
Published: 2008
Subjects:
DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems
Online Access:http://hdl.handle.net/10356/4457
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Institution: Nanyang Technological University
Description
Summary:This project aims to predict future values of the currency exchange rates based on its past values using Growing and Pruning network. The results were evaluated in terms of direction accuracy and testing accuracy.

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