Research Article
Deterministic Echo State Networks Based Stock Price Forecasting
Table 3
Comparative results of ESN and SCR by average forecasting accuracy (MSE).
| Stocks | ESN ć | SCR | Performance improvement (%) | r = 0.5 | r = 0.7 | r = 1 |
| Minsheng Bank | 0.010935 | | | | 0.85 | Sinopec | 0.026413 | 0.011868 | 0.014594 | 0.037969 | 55.07 | Baotou Steel Rare Earth | 2.083440 | | | | 5.17 | Yangquan Coal Industry | 0.210954 | 0.187053 | 0.196191 | 0.224106 | 11.33 | The Gemdale Group | 0.025079 | 0.023933 | 0.024412 | 0.025769 | 4.57 | China Shenhua | 0.125612 | 0.116739 | 0.120273 | 0.129783 | 7.06 | Western Mining | 0.039255 | 0.033329 | 0.035651 | 0.042433 | 15.10 | China Life | 0.165341 | 0.157979 | 0.160666 | 0.169405 | 4.45 | Luan Huanneng | 0.326770 | 0.319483 | 0.322704 | 0.334651 | 2.23 | PetroChina | 0.014539 | 0.007842 | 0.009102 | 0.018705 | 46.06 | China COSCO | 0.046103 | 0.016163 | 0.020780 | 0.063481 | 64.94 |
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