Table 8: Average (over six windows) classification and misclassification rates of the best prediction results corresponding to NN OLS (trained with input set GFFG-q; refer Table 3).

Actual classAverage classification (misclassification) rates
Predicted class
BuyHoldSell

Buy23.46%(76.54%)(0.00%)
Hold(5.00%)88.74%(6.27%)
Sell(0.00%)(79.79%)20.21%