Table 5 Model’s predictive accuracy metrics for log stock index closing returns
From: The volatility mechanism and intelligent fusion forecast of new energy stock prices
| Â | R2 | MAE | MSE | RMSE | MAPE |
|---|---|---|---|---|---|
EWT-SVR | 0.676475651 | 40.7906966 | 2254.522143 | 47.48180855 | 1.9850% |
EWT-PSOSVR | 0.580166447 | 50.02146896 | 2925.665553 | 54.08942182 | 2.4404% |
EWT-S-ALOSVR | 0.999876065 | 0.753951482 | 0.863660746 | 0.929333496 | 0.0365% |
EWT-GRNN | 0.562345593 | 45.8269164 | 3049.85253 | 55.22546994 | 2.2345% |
EWT-CNN | 0.766315883 | 34.24874618 | 1628.45863 | 40.35416497 | 1.6741% |
EWT-LSTM | 0.751358377 | 34.20940481 | 1732.691985 | 41.62561693 | 1.6556% |
EWT-RNN | 0.711200442 | 39.1601227 | 2012.537853 | 44.86131801 | 1.9055% |
EWT-RNNCNN | 0.903051284 | 21.09031406 | 675.599932 | 25.99230525 | 1.0221% |