Modified Neural Network Algorithms for Predicting Trading Signals of Stock Market Indices : Table 9

]>Modified Neural Network Algorithms for Predicting Trading Signals of Stock Market Indices : Table 9

Table 9: Average (over six windows) classification and misclassification rates of the best prediction results corresponding to NN _DLS (trained with input set GFFGA-sq; refer Table 4).


Actual class	Average classification (misclassification) rates
	Predicted class
	Buy	Hold	Sell

Buy	22.10%	(77.90%)	(0.00%)
Hold	(4.97%)	89.20%	(5.83%)
Sell	(0.00%)	(83.06%)	16.94%