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Table 4 Performance of forecasting models on daily closing price forecasting

From: Extreme learning with chemical reaction optimization for stock volatility prediction

Forecasting Model

Error Statistic

MAPE

ARV

Training

Testing

Training

Testing

ELCRO

Minimum

0.000045

0.000411

0.000015

0.000053

Maximum

0.033555

0.060400

0.011515

0.023319

Average

0.004796

0.007752

0.010937

0.039628

Std. Deviation

0.003782

0.007621

0.045143

0.022178

PSO-ELM

Minimum

0.000800

0.000502

0.000015

0.000045

Maximum

0.034300

0.062150

0.057245

0.066450

Average

0.005859

0.009134

0.021015

0.042197

Std. Deviation

0.003969

0.007700

0.007929

0.026065

GA-ELM

Minimum

0.000045

0.005500

0.000003

0.000145

Maximum

0.056955

0.115700

0.243922

0.178250

Average

0.018070

0.018879

0.049606

0.052889

Std. Deviation

0.016199

0.012363

0.050927

0.023889

GD-ELM

Minimum

0.005555

0.007377

0.001055

0.037350

Maximum

0.104650

0.120977

0.098250

0.122322

Average

0.051829

0.058334

0.071317

0.086307

Std. Deviation

0.003960

0.009752

0.010009

0.026347