Research Article

Deterministic Echo State Networks Based Stock Price Forecasting

Table 2

Comparative results of ESN and DLRB by average forecasting accuracy (MSE).

StocksESNDLRBPerformance improvement (%)
r = 0.5, b = 0.05r = 0.7, b = 0.1r = 1, b = 0.2

Minsheng Bank0.010935 0.46
Sinopec0.0264130.0121750.017957 0.500804 53.91
Baotou Steel Rare Earth2.083440 9.33
Yangquan Coal Industry0.2109540.1881630.202954 0.284849 10.80
The Gemdale Group0.0250790.0239200.024640 0.030820 4.62
China Shenhua0.1256120.1173220.123177 0.139961 6.60
Western Mining0.0392550.0337250.037880 0.079748 14.09
China Life0.1653410.1585330.161766 0.205709 4.12
Luan Huanneng0.3267700.3199930.324581 0.373107 2.07
PetroChina0.0145390.0079900.010373 0.317348 45.05
China COSCO0.0461030.0169290.025623 2.403775 63.28