Research Article
Using Internet Search Trends and Historical Trading Data for Predicting Stock Markets by the Least Squares Support Vector Regression Model
Table 11
Values of forecasting indices and LSSVR parameters of RUT.
| | Data types | | | MAPE | MAE |
| | GTU | 28.7932 | 1.0322 | 4.1351 | 57.26787 | | Hybrid data I | 47.1233 | 280.9206 | 0.6887 | 9.558448 | | Hybrid data I with CFS | 187.6684 | 299.9894 | 0.6446 | 8.944846 | | GTTS | 299.6459 | 58.3971 | 3.8909 | 54.00228 | | GTTS with CFS | 288.4127 | 1.6575 | 4.7660 | 66.03728 | | Hybrid data II | 299.8630 | 298.7397 | 0.8047 | 11.17783 | | Hybrid data II with CFS | 242.8707 | 258.5781 | 0.5860 | 8.132567 | | GTT | 142.0803 | 299.9982 | 6.0535 | 83.95828 | | GTT with CFS | 299.2949 | 36.2646 | 4.5243 | 62.78645 | | Hybrid data III | 275.9271 | 299.9795 | 4.4557 | 61.93947 | | Hybrid data III with CFS | 290.5348 | 299.9864 | 0.6833 | 9.474567 | | Historical data | 15.9065 | 212.8006 | 0.6543 | 9.062642 |
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