Deterministic Echo State Networks Based Stock Price Forecasting

Table 4

Comparison of ESN and three deterministic ESN models by average forecasting accuracy (MSE) and stability improvement (%).

Stocks	Average forecasting accuracy				Stability improvement (%)
	ESN	DLR	DLRB	SCR	DLR	DLRB	SCR
Minsheng Bank	0.01097	0.01118	0.01121	0.01118	−11.83	−30.99	−9.66
Sinopec	0.02155	0.01092	0.01125	0.01089	98.04	98.13	98.38
Baotou Steel Rare Earth	2.18330	2.36140	2.32180	2.35490	−42.67	−19.43	−42.68
Yangquan Coal Industry	0.20609	0.18508	0.18552	0.18415	69.47	66.43	67.29
The Gemdale Group	0.02499	0.02383	0.02385	0.02382	42.46	43.31	46.34
China Shenhua	0.12363	0.11524	0.11603	0.11537	67.26	60.85	65.96
Western Mining	0.03783	0.03275	0.03313	0.03278	81.06	78.36	79.57
China Life	0.16336	0.15640	0.15747	0.15717	39.28	42.17	36.40
Luan Huanneng	0.32304	0.31968	0.31931	0.31875	40.16	45.31	47.00
PetroChina	0.01200	0.00745	0.00756	0.00745	97.60	97.16	97.51
China COSCO	0.03419	0.01448	0.01492	0.01460	98.86	98.74	98.72