Table 3: Hit-rate comparison of PNN (space first) versus BNN and SVM.

Model Open price Close price High price Low price Volume

BNN 0.637 0.550 0.550 0.6240.788
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 ) 0.713 0.6490.749 0.713 0.704
PNN ( 𝑇 = 3 ) 0.676 0.673 0.7040.722 0.681
PNN ( 𝑇 = 4 )0.718 0.672 0.676 0.684 0.687
PNN ( 𝑇 = 5 ) 0.6900.689 0.703 0.682 0.665