Table 2 Classification results with ANN/DNN classifiers using entire untransformed data
From: Predicting the daily return direction of the stock market using hybrid machine learning algorithms
# of hidden layers | Training (MSE) | Validation (MSE) | Testing (MSE) | Total (MSE) |
|---|---|---|---|---|
10 | 57.3 (0.3058) | 53.8 (0.3164) | 57.3 (0.3124) | 56.8 (0.3084) |
12 | 57.5 (0.3055) | 54.1 (0.3129) | 57.3 (0.3110) | 56.9 (0.3074) |
14 | 57.8 (0.3041) | 53.8 (0.3127) | 57.6 (0.3075) | 57.2 (0.3059) |
16 | 58.6 (0.3034) | 54.9 (0.3160) | 58.1 (0.3099) | 57.9 (0.3063) |
18 | 58.2 (0.3045) | 53.3 (0.3143) | 58.1 (0.3095) | 57.5 (0.3067) |
20 | 59.1 (0.3052) | 54.4 (0.3186) | 58.4 (0.3146) | 58.3 (0.3086) |
22 | 57.7 (0.3041) | 54.1 (0.3169) | 58.1 (0.3099) | 57.2 (0.3069) |
24 | 57.0 (0.3071) | 55.7 (0.3139) | 58.1 (0.3066) | 57 (0.3081) |
26 | 55.4 (0.3144) | 54.9 (0.3245) | 58.1 (0.3143) | 55.8 (0.3159) |
28 | 54.6 (0.3163) | 54.6 (0.3175) | 58.6 (0.3074) | 55.2 (0.3151) |
30 | 54.5 (0.3163) | 53.1 (0.3232) | 58.1 (0.3215) | 54.8 (0.3181) |
35 | 58.3 (0.3050) | 54.9 (0.3169) | 57.8 (0.3121) | 57.7 (0.3079) |
40 | 56.3 (0.3354) | 53.3 (0.3584) | 57.0 (0.3399) | 56.0 (0.3395) |
45 | 58.0 (0.3055) | 53.8 (0.3201) | 57.0 (0.3113) | 57.2 (0.3085) |
50 | 58.3 (0.3034) | 53.6 (0.3252) | 57.3 (0.3134) | 57.4 (0.3081) |
100 | 54.5 (0.3354) | 53.3 (0.3353) | 57.0 (0.3219) | 54.7 (0.3334) |
500 | 55.4 (0.3474) | 53.8 (0.3570) | 57.3 (0.3386) | 55.5 (0.3475) |
1000 | 57.3 (0.3383) | 54.1 (0.3521) | 57.3 (0.3383) | 56.8 (0.3404) |