Research Article
On the Use of Backward Difference Formulae to Improve the Prediction of Direction in Market Related Data
Table 1
Table comparing percentage accuracy of predicting direction.
| | Linear | Spline | | Fitted | Corrected | Fitted | Corrected |
| | 51.0417% | 80.0000% | 56.2500% | 88.4211% | | 52.0833% | 92.6316% | 50.0000% | 86.3158% | | 52.0833% | 90.5263% | 52.0833% | 86.3158% | | 45.8333% | 87.3684% | 47.9167% | 88.4211% | | 55.2083% | 92.6316% | 41.6667% | 85.2632% | | 46.8750% | 85.2632% | 53.1250% | 91.5789% | | 48.9583% | 84.2105% | 48.9583% | 85.2632% | | 42.7083% | 85.2632% | 59.3750% | 86.3158% | | 35.4167% | 87.3684% | 44.7917% | 76.8421% | | 48.9583% | 88.4211% | 52.0833% | 85.2632% |
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