Comparision of exchange market predictions using extremal data

Abstract

High and low data otherwise then close and open data are not adventitious on time series curve. Its are extremes and very interesting for traders. Our model based on Evolino RNN ensemble give two distributions based on high and low data. Composition and parameters of these distributions determine the decision of trading. In this paper portfolio constructed by this new method of prediction is compared with portfolio based on Bollinger bands. Comparison well known in technical analysis tools with our support prediction system based on artificial intelligence confirmed the new ability to predict high and low values...