Financial Innovation

Table 4 Overall performance of series and parallel models for SZII

From: Performance evaluation of series and parallel strategies for financial time series forecasting

Model	Train		Test
Model	MAE	MSE	MAE	MSE
Series models	*211.65*	*89,088.05*	*1073.89*	*1,915,569.00*
Parallel models	216.23	94,849.02	1100.49	1,965,131.66
ARIMA	224.45	99,255.51	1166.17	2,221,776.70
MLP	215.38	94,577.00	1102.33	1,974,479.94

Lower forecasting error are in bold

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