Financial Innovation

Table 5 Overall performance of series and parallel models for S&P 500

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

Model	Train		Test
Model	MAE	MSE	MAE	MSE
Series models	*9.95*	*178.46*	*9.11*	*158.51*
Parallel models	9.97	180.42	9.14	158.78
ARIMA	10.02	182.21	9.36	173.85
MLP	9.97	180.31	9.24	159.34

Lower forecasting error are in bold

Back to article page