Modified Neural Network Algorithms for Predicting Trading Signals of Stock Market Indices : Table 1

]>Modified Neural Network Algorithms for Predicting Trading Signals of Stock Market Indices : Table 1

Table 1: Optimal values of quantification coefficients (ξ) and the median optimal Spearman's correlations corresponding to market combination (i) for different training windows.


Training window no.	Optimal values of				Optimal median Spearman’s correlation
Training window no.	GSPC	FTSE	FCHI	GDAXI	Optimal median Spearman’s correlation

1	0.57	0.30	0.11	0.02
2	0.61	0.18	0.08	0.13
3	0.77	0.09	0.13	0.01
4	0.79	0.06	0.15	0.00
5	0.56	0.17	0.03	0.24
6	0.66	0.06	0.08	0.20

Significant at 5% level