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Table 12 The predicting accuracy of SVMMD and SVMDR in different sliding windows

From: A hybrid model for stock price prediction based on multi-view heterogeneous data

Model

Statistics

T = 1

T = 2

T = 3

T = 4

T = 5

SVMMD

Average

0.5077

0.5238

0.5184

0.5096

0.5164

 

Median

0.5000

0.5185

0.5168

0.5103

0.5185

SVMDR

Average

0.5172

0.5262

0.5159

0.5150

0.5252

 

Median

0.5146

0.5287

0.5205

0.5103

0.5267