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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)