Financial time series prediction using gap networks

• 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
• Institution: Nanyang Technological University

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.