From: Extreme learning with chemical reaction optimization for stock volatility prediction
Compared methods | [p, h] - value | |
---|---|---|
Volatility forecasting | Closing price forecasting | |
ELCRO vs PSO-ELM | (p = 6.9204e-3, h = 1) | (p = 3.7542e-4, h = 1) |
ELCRO vs GA-ELM | (p = 5.3326e-5, h = 1) | (p = 3.00475e-3, h = 1) |
ELCRO vs GD-ELM | (p = 2.4755e-4, h = 1) | (p = 4.25384e-4, h = 1) |