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 | 56.1 (0.3067) | 54.4 (0.3121) | 58.9 (0.3095) | 56.3 (0.3079) |
12 | 61.6 (0.3030) | 56.8 (0.3253) | 58.4 (0.3141) | 60.4 (0.3080) |
14 | 54.6 (0.3237) | 54.9 (0.3111) | 58.9 (0.3051) | 55.3 (0.3190) |
16 | 61.0 (0.2980) | 56.5 (0.3087) | 59.4 (0.3084) | 60.1 (0.3011) |
18 | 54.9 (0.3145) | 55.4 (0.3160) | 59.2 (0.3091) | 55.6 (0.3139) |
20 | 55.0 (0.3096) | 56.5 (0.3083) | 59.7 (0.3079) | 56.0 (0.3092) |
22 | 55.6 (0.3097) | 56.8 (0.3120) | 59.9 (0.3059) | 56.4 (0.3095) |
24 | 54.1 (0.3105) | 54.1 (0.3133) | 58.9 (0.3132) | 54.8 (0.3113) |
26 | 56.9 (0.3228) | 54.4 (0.3191) | 58.6 (0.3125) | 56.8 (0.3207) |
28 | 57.1 (0.3049) | 54.9 (0.3136) | 59.4 (0.3081) | 57.1 (0.3067) |
30 | 54.8 (0.3152) | 54.4 (0.3142) | 58.4 (0.3085) | 55.2 (0.3140) |
35 | 58.2 (0.3049) | 55.4 (0.3167) | 58.9 (0.3083) | 57.9 (0.3072) |
40 | 55.3 (0.3111) | 54.6 (0.3163) | 58.6 (0.3071) | 55.7 (0.3113) |
45 | 59.2 (0.3003) | 55.7 (0.3147) | 58.1 (0.3081) | 58.5 (0.3036) |
50 | 57.9 (0.3040) | 54.9 (0.3140) | 58.4 (0.3070) | 57.5 (0.3059) |
100 | 58.6 (0.3044) | 54.4 (0.3131) | 58.9 (0.3061) | 58.0 (0.3060) |
500 | 60.4 (0.3117) | 55.4 (0.3436) | 58.6 (0.3233) | 59.4 (0.3182) |
1000 | 57.7 (0.3237) | 56.0 (0.3405) | 58.9 (0.3293) | 57.6 (0.3271) |