From: A chemical-reaction-optimization-based neuro-fuzzy hybrid network for stock closing price prediction
Stock Index | Model | MAPE | NMSE | MDAPE | R2 | ARV |
---|---|---|---|---|---|---|
DJIA | CNFN | 0.006825 | 0.005558 | 0.010375 | 0.937644 | 0.016392 |
MLP-CRO | 0.007547 | 0.008746 | 0.043172 | 0.903120 | 0.025682 | |
MLP-BP | 0.073648 | 0.092821 | 0.371735 | 0.811963 | 0.088332 | |
ANFIS | 0.070926 | 0.045935 | 0.025832 | 0.906651 | 0.050740 | |
RBFNN | 0.078300 | 0.083835 | 0.033573 | 0.904785 | 0.073840 | |
FTSE | CNFN | 0.044673 | 0.013021 | 0.030725 | 0.925402 | 0.047745 |
MLP-CRO | 0.065837 | 0.016465 | 0.050652 | 0.910000 | 0.060352 | |
MLP-BP | 0.075963 | 0.066863 | 0.087974 | 0.843025 | 0.065573 | |
ANFIS | 0.049439 | 0.050584 | 0.056630 | 0.900274 | 0.078683 | |
RBFNN | 0.050351 | 0.061453 | 0.050892 | 0.890000 | 0.058675 | |
BSE | CNFN | 0.045736 | 0.080013 | 0.002799 | 0.935400 | 0.026357 |
MLP-CRO | 0.085268 | 0.200125 | 0.043870 | 0.910062 | 0.038552 | |
MLP-BP | 0.097285 | 0.578567 | 0.075872 | 0.806582 | 0.084606 | |
ANFIS | 0.068852 | 0.088225 | 0.060465 | 0.900015 | 0.040754 | |
RBFNN | 0.062315 | 0.090662 | 0.062465 | 0.905165 | 0.050840 | |
TAIEX | CNFN | 0.008845 | 0.038820 | 0.040023 | 0.906555 | 0.048395 |
MLP-CRO | 0.075872 | 0.042806 | 0.049684 | 0.883064 | 0.069744 | |
MLP-BP | 0.073500 | 0.278432 | 0.099054 | 0.800455 | 0.446558 | |
ANFIS | 0.065845 | 0.040305 | 0.087800 | 0.875351 | 0.140480 | |
RBFNN | 0.070685 | 0.039920 | 0.080827 | 0.872735 | 0.058062 | |
NASDAQ | CNFN | 0.026733 | 0.020825 | 0.020925 | 0.920045 | 0.039596 |
MLP-CRO | 0.067535 | 0.050146 | 0.024657 | 0.909350 | 0.048577 | |
MLP-BP | 0.088746 | 0.089570 | 0.075987 | 0.815630 | 0.090037 | |
ANFIS | 0.039010 | 0.052986 | 0.070063 | 0.858825 | 0.040896 | |
RBFNN | 0.058574 | 0.060965 | 0.071089 | 0.840500 | 0.042576 |