Financial Innovation

Table 7 Robustness testing

From: The volatility mechanism and intelligent fusion forecast of new energy stock prices

	R²	MAE	MSE	RMSE	MAPE
EWT-SVR	0.322624675	0.009223196	0.000131018	0.011446298	45.2522%
EWT-PSOSVR	0.779402482	0.005332022	4.26679E−05	0.006532068	16.3844%
EWT-S-ALOSVR	0.999530122	0.000244515	9.08836E−08	0.000301469	0.1771%
EWT-GRNN	0.70494472	0.005991242	5.70695E−05	0.007554436	− 22.3424%
EWT-CNN	0.878829203	0.003869251	2.34368E−05	0.004841159	21.9221%
EWT-LSTM	0.840191417	0.004534262	3.09101E−05	0.005559688	11.7250%
EWT-RNN	− 0.029625582	0.011786614	0.00019915	0.014112048	− 44.3026%
EWT-RNNCNN	0.669243668	0.006815047	6.39748E−05	0.007998425	− 162.3404%

The bold words imply that the model is the best one among other compared models

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