GBPUSD June 27 2016 : a Neural Network Approach

GBPUSD June 27 2016 : a Neural Network Approach

26 June 2016, 18:54
Andy Ismail
0
384

GBPUSD June 27 2016 forecasting with neural network

 

 

=== Predictions for training data: close (1-step ahead) ===


      inst#       actual    predicted               conf        error

         13       1.5948       1.5956        1.588:1.603       0.0008

         14       1.5946       1.5946        1.587:1.602           -0

         15       1.5941       1.5944        1.587:1.601       0.0003

         16       1.5936       1.5937        1.586:1.601       0.0001 

-----------------------truncated-------------------- 

10056       1.3377       1.4556        1.448:1.463       0.1179

      10057       1.3905       1.3799        1.373:1.387      -0.0106

      10058       1.3674       1.4085        1.401:1.415      0.0411

      10059       1.3757       1.3977         1.39:1.405       0.022

      10060       1.3682        1.402        1.395:1.409       0.0338 

 

 

=== Future predictions from end of test data ===

inst#       close 

Last       1.3682 

Next 1st  4H*       1.3995 

Next 2nd 4H*       1.4178 

next 3rd  4H*       1.4282 

next 4th  4H*       1.4334 

next 5th  4H*       1.4416 

next 6th  4H*       1.4458 

 

 

 

 

 

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