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 7 MAPE statistics from four exchange rate 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
BTC/USD	EOAEFA-FLN	0.000000	0.005833	0.033781	0.004161	0.005761	0.006172
	EOAEFA-PSNN	0.000000	0.006705	0.032934	0.005256	0.005814	0.006739
	AEFA-FLN	0.000000	0.007222	0.033934	0.005872	0.005873	0.006689
	AEFA-PSNN	0.000360	0.010731	0.038934	0.009965	0.006399	0.007718
	GA-FLN	0.000000	0.011320	0.043781	0.010485	0.007090	0.007860
	GA-PSNN	0.006219	0.039443	0.068934	0.039680	0.008185	0.008172
	BPNN	0.071219	0.104443	0.133934	0.104680	0.008185	0.008172
EUR/USD	EOAEFA-FLN	0.000000	0.006013	0.031235	0.004345	0.005498	0.006500
	EOAEFA-PSNN	0.000000	0.009508	0.038235	0.008532	0.006559	0.007828
	AEFA-FLN	0.000000	0.006870	0.028212	0.005484	0.005598	0.006666
	AEFA-PSNN	0.000000	0.006214	0.032235	0.004505	0.005599	0.006021
	GA-FLN	0.000830	0.021858	0.046212	0.021617	0.007654	0.009112
	GA-PSNN	0.000385	0.027732	0.052212	0.027617	0.007994	0.009112
	BPNN	0.062765	0.092715	0.117212	0.092617	0.008054	0.009112
GBP/USD	EOAEFA-FLN	0.000000	0.006599	0.032546	0.005009	0.005915	0.006984
	EOAEFA-PSNN	0.000000	0.007158	0.028546	0.005805	0.005752	0.007659
	AEFA-FLN	0.000000	0.007594	0.027546	0.006106	0.005753	0.008092
	AEFA-PSNN	0.000000	0.010590	0.032435	0.009866	0.006396	0.008724
	GA-FLN	0.000000	0.011828	0.042546	0.011144	0.008015	0.009834
	GA-PSNN	0.007454	0.038725	0.062435	0.039009	0.008779	0.010261
	BPNN	0.072454	0.103725	0.127435	0.104009	0.008779	0.010261
JPY/USD	EOAEFA-FLN	0.000000	0.004710	0.019530	0.003627	0.004230	0.004846
	EOAEFA-PSNN	0.000000	0.006805	0.026204	0.006250	0.004590	0.006059
	AEFA-FLN	0.000000	0.007428	0.024530	0.006704	0.005044	0.006124
	AEFA-PSNN	0.000000	0.004579	0.020204	0.003501	0.004125	0.004532
	GA-FLN	0.003796	0.024551	0.042530	0.024368	0.006145	0.006653
	GA-PSNN	0.009796	0.030551	0.048530	0.030368	0.006145	0.006653
	BPNN	0.074796	0.095551	0.113530	0.095368	0.006145	0.006653

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