Model | \(\gamma\) = 3 | \(\gamma\) = 6 | ||
---|---|---|---|---|
CER | R | CER | R | |
GARCH | 6.0206 | 9.3271 | 5.8226 | 8.5831 |
ICSS-GARCH | 6.1165 | 9.3118 | 5.9793 | 9.2696 |
PSO-LSSVM | 6.1306 | 9.4493 | 6.2501 | 9.3859 |
EEMD-GARCH | 6.9194 | 10.4653 | 6.6018 | 9.7862 |
EEMD-ICSS-GARCH | 7.0716 | 10.1235 | 6.9803 | 10.0194 |
EEMD-PSO-LSSVM | 6.5572 | 10.2998 | 6.3590 | 10.2606 |
EEMD-PSO-LSSVM-GARCH(A) | 8.1190 | 11.0244 | 7.2438 | 11.0990 |
EEMD-PSO-LSSVM-GARCH(B) | 8.0180 | 11.3953 | 7.1586 | 11.4274 |
EEMD-PSO-LSSVM-ICSS-GARCH(A) | 8.9445 | 13.0896 | 7.6390 | 12.9952 |
EEMD-PSO-LSSVM-ICSS-GARCH(B) | 9.1566 | 12.5948 | 7.5882 | 11.9839 |