Stock Market Forecasting Using Restricted Gene Expression Programming

Table 3

Comparison results of six methods for a-week-ahead prediction.

Stock index	Method	RMSE	MAP	ARV	MAPE	R^2	VAF (%)
DJI	Our method	0.005411	6.9911	0.00113	0.73146	0.99887	99.992
	DRNN	0.0083	8.4909	0.002735	1.1696	0.99726	99.981
	FNT	0.015427	14.907	0.00613	1.8023	0.98939	99.933
	RBFNN	0.016188	24.473	0.01057	2.2631	0.98943	99.927
	BPNN	0.049026	22.721	0.060301	5.5923	0.9397	99.328
	ARIMA	0.052472	20.924	0.071326	5.9773	0.92867	99.230
HSI	Our method	0.008725	6.8824	0.01116	0.97359	0.98883	99.984
	DRNN	0.016272	13.384	0.033924	1.8718	0.96608	99.944
	FNT	0.020128	19.261	0.065331	2.2759	0.93467	99.915
	RBFNN	0.023406	25.32	0.072545	2.7067	0.92756	99.885
	BPNN	0.035987	44.738	0.12867	4.1357	0.87133	99.729
	ARIMA	0.013361	13.817	0.026688	1.5367	0.97331	99.963
NASI	Our method	0.008324	7.9168	0.001707	1.0035	0.99829	99.979
	DRNN	0.013969	11.069	0.005465	1.757	0.99453	99.941
	FNT	0.016468	32.352	0.006859	2.5336	0.99314	99.918
	RBFNN	0.03669	37.371	0.027513	4.5327	0.97249	99.591
	BPNN	0.046	17.5	0.042533	5.973	0.95747	99.353
	ARIMA	0.049849	18.46	0.093189	5.31	0.90681	99.245
SSEI	Our method	0.008105	9.957	0.00535	1.1271	0.99465	99.962
	DRNN	0.010107	12.959	0.008481	1.7396	0.99152	99.941
	FNT	0.014559	18.931	0.018903	2.2848	0.9811	99.878
	RBFNN	0.014681	20.06	0.018024	2.1804	0.98198	99.876
	BPNN	0.035922	32.768	0.091613	6.9046	0.90839	99.256
	ARIMA	0.020766	20.533	0.029814	3.9766	0.97019	99.752
SZSEI	Our method	0.016959	16.079	0.009762	2.4933	0.99024	99.851
	DRNN	0.018315	19.783	0.011685	3.0419	0.98831	99.826
	FNT	0.018571	21.67	0.012189	3.0233	0.98781	99.821
	RBFNN	0.023881	31.222	0.018031	3.8187	0.98197	99.704
	BPNN	0.027297	41.441	0.027768	4.0751	0.97223	99.614
	ARIMA	0.029022	26.983	0.02844	4.8583	0.97156	99.563