Model | \(\gamma\) = 3 | \(\gamma\) = 6 | ||
---|---|---|---|---|
CER | R | CER | R | |
GARCH | 5.8206 | 8.1122 | 5.1192 | 8.0959 |
ICSS-GARCH | 5.9958 | 8.3265 | 5.3127 | 8.5046 |
PSO-LSSVM | 6.0763 | 8.5270 | 5.0061 | 8.3902 |
EEMD-GARCH | 6.0251 | 9.8281 | 5.4408 | 9.1478 |
EEMD-ICSS-GARCH | 6.4976 | 10.1235 | 6.9680 | 9.6550 |
EEMD-PSO-LSSVM | 6.2975 | 9.4479 | 5.6500 | 10.1256 |
EEMD-PSO-LSSVM-GARCH(A) | 7.2490 | 11.1524 | 7.0463 | 10.8509 |
EEMD-PSO-LSSVM-GARCH(B) | 7.5180 | 10.1599 | 7.0558 | 11.7524 |
EEMD-PSO-LSSVM-ICSS-GARCH(A) | 7.8384 | 12.4724 | 7.1233 | 10.3698 |
EEMD-PSO-LSSVM-ICSS-GARCH(B) | 8.1890 | 12.1558 | 7.5918 | 11.8649 |