Finance and Financial Management Commons^™

Performance Prediction Of Commodity Prices Using Foreign Exchange Futures, Yisa Ajao

2010-2016 Archived Posters

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%.