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Table 4 Portfolio performance based on the various AIRO index return forecasting models

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

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

  1. The underlined numbers indicate that the corresponding models have the highest R or CER among all models