Multivariate and Online Prediction of Closing Price Using Kernel Adaptive Filtering

Table 5

Comparison of the proposed work with other state-of-the-art stock prediction method for 60-minute time window (2020 dataset) from January 01, 2020, to December 31, 2020.

Method	MSE	RMSE	Execution time (s)
Gao et al. [61]	0.519 17	0.7205	400.39
Moghar et al. [62]	0.518 00	0.7197	1265.11
Nikou et al. [63]	0.518 38	0.7199	5006.19
Proposed method	0.003 4	0.0583	5.234