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Table 3 1-Day ahead forecasting results for the daily log-returns of the AIRO index

From: A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting

Models

MSE

MAE

GARCH

1.3760

0.8885

ICSS-GARCH

1.3584

0.8837

PSO-LSSVM

1.3530

0.8807

EEMD-GARCH

0.6745

0.6277

EEMD-ICSS-GARCH

0.6661

0.6294

EEMD-PSO-LSSVM

0.6738

0.6375

EEMD-PSO-LSSVM-GARCH(A)

0.6433

0.6089

EEMD-PSO-LSSVM-GARCH(B)

0.6423

0.6087

EEMD-PSO-LSSVM-ICSS-GARCH(A)

0.6330

0.5932

EEMD-PSO-LSSVM-ICSS-GARCH(B)

0.6280

0.5894

  1. The numbers in the table refer to the values of the two loss functions. The bold numbers indicate that the corresponding models have the lowest forecasting losses. The underlined numbers indicate that the corresponding models are excluded in the MCS under the corresponding criteria
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