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 | 58.2 (0.3062) | 54.1 (0.3110) | 57.8 (0.3091) | 57.5 (0.3074) |
12 | 56.9 (0.3079) | 53.3 (0.3137) | 58.1 (0.3066) | 56.6 (0.3086) |
14 | 57.9 (0.3041) | 54.6 (0.3135) | 57.8 (0.3084) | 57.4 (0.3062) |
16 | 59.4 (0.3020) | 55.4 (0.3128) | 59.9 (0.3056) | 58.9 (0.3042) |
18 | 56.7 (0.3071) | 54.6 (0.3109) | 58.9 (0.3089) | 56.7 (0.3080) |
20 | 58.8 (0.3052) | 54.4 (0.3109) | 59.2 (0.3074) | 58.2 (0.3064) |
22 | 57.3 (0.3065) | 55.4 (0.3133) | 59.4 (0.3083) | 57.3 (0.3078) |
24 | 56.9 (0.3080) | 54.9 (0.3099) | 58.4 (0.3082) | 56.8 (0.3083) |
26 | 55.9 (0.3101) | 56.0 (0.3105) | 58.4 (0.3088) | 56.3 (0.3099) |
28 | 57.8 (0.3057) | 56.5 (0.3105) | 59.4 (0.3079) | 57.9 (0.3067) |
30 | 56.2 (0.3076) | 53.6 (0.3152) | 58.1 (0.3104) | 56.1 (0.3092) |
35 | 56.6 (0.3066) | 56.2 (0.3134) | 58.1 (0.3081) | 56.8 (0.3078) |
40 | 59.8 (0.2999) | 54.9 (0.3125) | 57.6 (0.3095) | 58.7 (0.3032) |
45 | 56.3 (0.3096) | 54.6 (0.3163) | 57.3 (0.3113) | 56.2 (0.3109) |
50 | 55.2 (0.3103) | 53.6 (0.3154) | 57.3 (0.3078) | 55.3 (0.3107) |
100 | 56.9 (0.3077) | 53.1 (0.3205) | 57.6 (0.3221) | 56.4 (0.3117) |
500 | 55.5 (0.3345) | 54.9 (0.3309) | 59.9 (0.3162) | 56.1 (0.3312) |
1000 | 58.4 (0.3240) | 55.7 (0.3392) | 58.1 (0.3285) | 57.9 (0.3269) |