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Table 5 1-Week ahead forecasting results for weekly log-returns of the AIRO index

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

Model

MSE

MAE

GARCH

5.6166

1.8659

ICSS-GARCH

5.6836

1.8563

PSO-LSSVM

5.8967

1.9826

EEMD-GARCH

2.7728

1.2973

EEMD-ICSS-GARCH

2.7684

1.2948

EEMD-PSO-LSSVM

2.7412

1.3188

EEMD-PSO-LSSVM-GARCH(A)

2.7085

1.2966

EEMD-PSO-LSSVM-GARCH(B)

2.6995

1.2869

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

2.6832

1.2957

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

2.6856

1.2746

  1. The numbers in the table refer to the values of the two loss functions. The underlined numbers indicate that the corresponding models have the lowest forecasting losses
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