Table 5

Prediction output with different prediction horizons.

Data setModel23571015
USD/CHFPSNN-SDE0.03120.04850.05940.06980.08960.1189
PSNN-DE0.04260.05660.06250.07160.11310.1194
PSNN-SFL0.03920.06040.06380.09370.09710.1249
PSNN-PSO0.03880.05040.07890.08670.09830.1206
USD/JPYPSNN-SDE0.05450.06570.07480.08260.10850.1211
PSNN-DE0.05820.06690.07530.08430.10970.1293
PSNN-SFL0.05610.06630.07670.08730.11020.1396
PSNN-PSO0.05640.06710.08280.09770.11080.1375

Bold values in the table represents better results obtained by the model in comparision to other models.

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