Stock Price Prediction Based on Procedural Neural Networks

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	0.664	0.779
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)	0.707	0.705	0.703	0.713	0.676
PNN (𝑇=4)	0.718	0.667	0.679	0.697	0.666
PNN (𝑇=5)	0.664	0.665	0.693	0.676	0.658