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 |