Table 2: Hit-rate comparison of PNN (time first) versus BNN and SVM.

Model Open price Close price High price Low price Volume

BNN 0.589 0.547 0.550 0.6640.779
HMM 0.628 0.688 0.638 0.660 0.640
SVM 0.612 0.633 0.666 0.667 0.655
PNN ( 𝑇 = 2 ) 0.634 0.642 0.639 0.679 0.689
PNN ( 𝑇 = 3 ) 0.7070.7050.7030.713 0.676
PNN ( 𝑇 = 4 )0.718 0.667 0.679 0.697 0.666
PNN ( 𝑇 = 5 ) 0.664 0.6650.693 0.676 0.658