Table 4 Accuracy (in %) comparison between MAPE and MSE for 15-min tick data
From: Indian stock market prediction using artificial neural networks on tick data
No. | Algorithms | MAPE | MSE | ||||||
|---|---|---|---|---|---|---|---|---|---|
Train | Valid | Test | All | Train | Valid | Test | All | ||
1 | SCG | 97.127 | 95.926 | 96.919 | 96.907 | 99.934 | 99.932 | 99.939 | 99.934 |
2 | LM | 95.588 | 88.622 | 87.903 | 92.553 | 99.983 | 99.984 | 99.981 | 99.983 |
3 | BR | 99.769 | – | 92.908 | 98.147 | 99.984 | – | 99.98 | 99.983 |