Research Article
Deterministic Echo State Networks Based Stock Price Forecasting
Table 2
Comparative results of ESN and DLRB by average forecasting accuracy (MSE).
| Stocks | ESN | DLRB | Performance improvement (%) | r = 0.5, b = 0.05 | r = 0.7, b = 0.1 | r = 1, b = 0.2 |
| Minsheng Bank | 0.010935 | | | | 0.46 | Sinopec | 0.026413 | 0.012175 | 0.017957 | 0.500804 | 53.91 | Baotou Steel Rare Earth | 2.083440 | | | | 9.33 | Yangquan Coal Industry | 0.210954 | 0.188163 | 0.202954 | 0.284849 | 10.80 | The Gemdale Group | 0.025079 | 0.023920 | 0.024640 | 0.030820 | 4.62 | China Shenhua | 0.125612 | 0.117322 | 0.123177 | 0.139961 | 6.60 | Western Mining | 0.039255 | 0.033725 | 0.037880 | 0.079748 | 14.09 | China Life | 0.165341 | 0.158533 | 0.161766 | 0.205709 | 4.12 | Luan Huanneng | 0.326770 | 0.319993 | 0.324581 | 0.373107 | 2.07 | PetroChina | 0.014539 | 0.007990 | 0.010373 | 0.317348 | 45.05 | China COSCO | 0.046103 | 0.016929 | 0.025623 | 2.403775 | 63.28 |
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