RLSTM: A New Framework of Stock Prediction by Using Random Noise for Overfitting Prevention

Table 6

Test MAPE of RLSTM on S&P500.

	Prediction module	Prevention module	MAPE (%)
(1)	S&P500	Synthetic data 1	0.4774
(2)	S&P500	Synthetic data 2	0.4801
(3)	Synthetic data 1	Synthetic data 1	42.0591
(4)	Synthetic data 1	Synthetic data 2	42.0713
(5)	Synthetic data 2	Synthetic data 1	71.5464
(6)	Synthetic data 2	Synthetic data 2	71.5590