From: The volatility mechanism and intelligent fusion forecast of new energy stock prices
Models | Parameter settings |
---|---|
GRNN | MSE = 0.001 to start the evolution, and the maximum hidden layer is 10 |
LSTM | 250 epochs of training, Gradient t, Threshold = 1, Learning Rate = 0.005, hidden units = 200 |
RNN | Lag = 1:1; horizon = 50; MiniBatchSize = 64; MaxEpochs = 600; learningrate = 0.00611 |
SVRPSO | eps = 1e-3; v = 5; C1 = 1.5; C2 = 1.5; |
SVRALO | Agents_no = 10; dim = 10; Max_iteration = 100; lb = 0.01, ub = 100 |
CNN | Lag = 1:1; horizon = 50; MiniBatchSize = 64; MaxEpochs = 600; learningrate = 0.00611 |