Using Internet Search Trends and Historical Trading Data for Predicting Stock Markets by the Least Squares Support Vector Regression Model

Table 14

Values of forecasting indices and LSSVR parameters of IXIC.

Data types			MAPE	MAE
GTU	299.3550	2.5105	6.6582	386.1416
Hybrid data I	272.0069	299.9858	0.3309	19.1456
Hybrid data I with CFS	298.6805	299.9605	0.3755	21.7364
GTTS	299.6967	40.4296	4.3866	254.6377
GTTS with CFS	299.9400	14.9974	1.7051	99.0539
Hybrid data II	215.4590	299.9670	0.6410	37.0282
Hybrid data II with CFS	299.8119	299.9796	0.3200	18.5165
GTT	278.2689	171.0348	6.3860	370.6502
GTT with CFS	297.1919	12.0165	7.4833	433.7651
Hybrid data III	242.2756	299.9197	0.6113	35.2682
Hybrid data III with CFS	299.8552	113.7700	0.7048	40.7125
Historical data	297.5621	299.8541	0.3524	20.3881