| Study | Type | Algorithm | Data | Time range | Criteria |
| Aladag et al. [11] | Individual | ANN | Exchange rates (TL/EUR, LEU/EUR) | 2005–2012 | RMSE | Alvarez-Diaz and Alvarez [18] | Individual | GP | Exchange rates (various pairs) | 1971–2000 | R-square | Álvarez-Díaz and Álvarez [22] | Individual | GP, ANN | Exchange rates (GBP/USD, JPY/USD) | 1973–2002 | NMSE, SR | Álvarez Díaz [31] | Individual | GP | Exchange rates (GBP/USD, JPY/USD) | 1973–2002 | U-Theil value, SR | Huang et al. [32] | Individual | ANN | Exchange rates (USD/GBP, USD/JPY) | 1997–2002 | RMSE | Kajitani et al. [13] | Individual | ANN | Canadian lynx data | 1821–1934 | RMSE | Neely et al. [19] | Individual | GP | Exchange rates (various pairs) | 1974–1995 | Excess return | Nikolsko-Rzhevskyy and Prodan [33] | Individual | Markov switching | Exchange rates (various pairs) | 1983–2008 | MSE | Wong et al. [24] | Individual | Novel ANN | Simulated time series data | – | MAPE, NMSE | Yu et al. [16] | Individual | Least squares SVM | Crude oil | 2008–2015 | MAPE | Yu et al. [25] | Individual | Artificial intelligence | Global oil consumption | 2004–2015 | PCC, AUC, RMSE, MAPE | Zhang [10] | Individual | ANN | Simulated time series data | — | MSE, MAPE | Zhao and Yang [23] | Individual | CRPSO-based neuron model | Simulated time series data, electroencephalogram data | — | MSE | Cao [15] | Hybrid | SVM + SOM | Sunspot data, Santa Fe datasets A, C, and D, and the two building datasets | — | NMSE, RMSE, CV | Chen et al. [28] | Hybrid | EMD + ANN | Tourism demand | 1971–2009 | MAPE, RMSE, MAE | Khashei et al. [7] | Hybrid | ARIMA + ANNs + fuzzy | Exchange rates (USD/Iran rials), gold price | 2005–2006 | MAE, MSE | Lin et al. [29] | Hybrid | EMD + SVM | Exchange rates (various pairs) | 2005–2009 | MAPE, RMSE, MAE, DS, CP, CD | Tang et al. [30] | Hybrid | EEMD + RVFL | Crude oil | 1986–2010 | MAPE, RMSE, DS | Yu et al. [12] | Hybrid | ANN + WD | Patient visits | 2010–2015 | RMSE, MAPE | Yu et al. [27] | Hybrid | EMD + ANN | Crude oil | 1986–2006 | NMSE, DS | Yu et al. [17] | Hybrid | OPL + SVMQR | Ten publicly available datasets | — | Empirical risk, quantile property | Yu et al. [14] | Hybrid | Sparse representation + ANN | Crude oil | 1986–2013 | RMSE MAPE | Zhang [21] | Hybrid | ARIMA + ANN | Wolf’s sunspot data, Canadian lynx data, and GBP/USD | — | MSE, MAE |
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