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Table 8 1-Day ahead forecasting results for daily log-returns of the AIRO index of different benchmarking models

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

Model

MSE

MAE

DNN

1.7882

1.0067

LSTM

1.6924

0.9711

PSO-BP

1.7660

1.0082

GA-ELM

1.6252

0.9368

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 underlined numbers indicate that the corresponding models have the lowest forecasting losses
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