Elitist-opposition-based artificial electric field algorithm for higher-order neural network optimization and financial time series forecasting

Nayak, Sarat Chandra; Dehuri, Satchidananda; Cho, Sung-Bae

doi:10.1186/s40854-023-00534-x

Financial Innovation

Table 6 MAPE statistics from four closing prices series

From: Elitist-opposition-based artificial electric field algorithm for higher-order neural network optimization and financial time series forecasting

FTS	Forecast	Minimum	Average	Maximum	Median	Standard deviation	Inter-quartile range
NASDAQ	EOAEFA-FLN	0.000000	0.010285	0.047221	0.008373	0.007950	0.009886
	EOAEFA-PSNN	0.000000	0.010823	0.047684	0.008988	0.008111	0.011372
	AEFA-FLN	0.000180	0.014485	0.046684	0.009321	0.008002	0.011099
	AEFA-PSNN	0.000000	0.015937	0.050684	0.010386	0.008518	0.012499
	GA-FLN	0.000000	0.018308	0.057221	0.011145	0.010372	0.014531
	GA-PSNN	0.000000	0.017765	0.060684	0.016854	0.010766	0.015472
	BPNN	0.000000	0.110892	0.052221	0.009024	0.008877	0.010797
DJIA	EOAEFA-FLN	0.000000	0.010895	0.053081	0.007725	0.009548	0.011486
	EOAEFA-PSNN	0.000260	0.011328	0.057081	0.008935	0.010004	0.010576
	AEFA-FLN	0.000000	0.011825	0.048081	0.009972	0.009586	0.013381
	AEFA-PSNN	0.000139	0.011111	0.051081	0.008455	0.009441	0.011531
	GA-FLN	0.000000	0.026721	0.059402	0.026534	0.012482	0.015450
	GA-PSNN	0.000284	0.023307	0.055402	0.022558	0.011706	0.015757
	BPNN	0.002081	0.050703	0.084402	0.051507	0.014441	0.015729
S&P 500	EOAEFA-FLN	0.000000	0.012230	0.059887	0.010394	0.009817	0.011509
	EOAEFA-PSNN	0.000000	0.012286	0.055887	0.011925	0.009812	0.013367
	AEFA-FLN	0.000208	0.01366	0.054887	0.01263	0.009895	0.013336
	AEFA-PSNN	0.000000	0.016202	0.051936	0.015824	0.010518	0.014362
	GA-FLN	0.000000	0.035946	0.075936	0.036803	0.014231	0.018783
	GA-PSNN	0.002366	0.041696	0.081936	0.042803	0.014711	0.018783
	BPNN	0.020113	0.081357	0.121936	0.082803	0.015643	0.018783
Russell 2000	EOAEFA-FLN	0.000000	0.009959	0.072251	0.007814	0.008571	0.010630
	EOAEFA-PSNN	0.000297	0.010636	0.068251	0.008912	0.008273	0.009840
	AEFA-FLN	0.000303	0.010884	0.067251	0.009200	0.008388	0.010089
	AEFA-PSNN	0.000104	0.013014	0.062251	0.011916	0.009258	0.012947
	GA-FLN	0.000494	0.033476	0.067071	0.034737	0.012181	0.015269
	GA-PSNN	0.001426	0.039378	0.073071	0.040651	0.012325	0.015269
	BPNN	0.032749	0.104120	0.138071	0.105651	0.013124	0.015543

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