Research Article
Deterministic Echo State Networks Based Stock Price Forecasting
Table 1
Comparative results of ESN and DLR by average forecasting accuracy (MSE).
| Stocks | ESN | DLR | Performance improvement (%) | r = 0.5 | r = 0.7 | r = 1 |
| Minsheng Bank | 0.010935 | 0.011121 | 0.011055 | 0.011175 | −1.10 | Sinopec | 0.026413 | 0.011680 | 0.011059 | 0.037695 | 58.13 | Baotou Steel Rare Earth | 2.083440 | | | | 4.59 | Yangquan Coal Industry | 0.210954 | 0.187878 | 0.197090 | 0.225766 | 10.94 | The Gemdale Group | 0.025079 | 0.023939 | 0.024479 | 0.025767 | 4.55 | China Shenhua | 0.125612 | 0.116748 | 0.120193 | 0.128756 | 7.06 | Western Mining | 0.039255 | 0.033440 | 0.035893 | 0.042173 | 14.81 | China Life | 0.165341 | 0.157840 | 0.160240 | 0.169839 | 4.54 | Luan Huanneng | 0.326770 | 0.320343 | 0.322941 | 0.335372 | 1.97 | PetroChina | 0.014539 | 0.007712 | 0.009112 | 0.018609 | 46.96 | China COSCO | 0.046103 | 0.015973 | 0.020535 | 0.059996 | 65.35 |
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