Multivariate and Online Prediction of Closing Price Using Kernel Adaptive Filtering

Table 6

Comparison of the proposed work with other state-of-the-art stock prediction method for 60-minute time window (2021 dataset) from January 01, 2021 to May 31, 2021.

Method	MSE	RMSE	Execution time (s)
Gao et al. [61]	0.702 02	0.8378	362.67
Moghar et al. [62]	0.697 5	0.8351	1082.90
Nikou et al. [63]	0.702 32	0.8380	2250.87
Proposed method	0.008 1	0.09	4.256