I was able to predict something like 60 % prediction using NN ( at best 70 % ). But 60 % is not that great with NN when you know that it works sometimes and it does not works at the other time.
You can achieve better prediction consistantly with using some decent academic method such ARIMA or GARCH modelling integrated with regressor.
In fact GARCH does very good job even without regressor if you are only predicted for Volatility!!!!!!!
Hope this helps.
You can achieve better prediction consistantly with using some decent academic method such ARIMA or GARCH modelling integrated with regressor.
In fact GARCH does very good job even without regressor if you are only predicted for Volatility!!!!!!!
Hope this helps.