Title

Performance Prediction of Commodity Prices Using Foreign Exchange Futures

Authors

Yisa Ajao, Walden University

Files

Description

In an experimental quantitative research design, data from the Futures Market for commodities and foreign exchange futures covering 1986-2011 were obtained and addressed. A General Regression Neural Network was overlaid on this data to deduce a time-series prediction model for wheat prices. Performance prediction error was only 4.42%.

Publication Date

2013

City

Minneapolis, MN

Keywords

Research Symposium

Disciplines

Corporate Finance | E-Commerce | Finance and Financial Management