From: Extreme learning with chemical reaction optimization for stock volatility prediction
Model | Time series | |||
---|---|---|---|---|
Volatility price series | Closing price series | |||
Training time | Test time | Training time | Test time | |
ELCRO | 42.15 | 22.34 | 43.32 | 23.00 |
PSO-ELM | 48.28 | 23.05 | 50.46 | 25.54 |
GA-ELM | 50.33 | 26.00 | 51.45 | 25.49 |
GD-ELM | 47.27 | 24.44 | 45.40 | 24.08 |