Impact of COVID-19 on Forecasting Stock Prices: An Integration of Stationary Wavelet Transform and Bidirectional Long Short-Term Memory

Table 4

Simulation results and performance comparison of three configuration systems for Crude Oil commodity and Dow Jones industrial average, S&P 500, and NASDAQ Composite indexes. As evaluation criteria, RMSE and MAE are used.

		RMSE	MAE
Crude Oil	BDLSTM	0.04083	0.03051
	BDLSTM + WT-AD	0.03685	0.02962
	BDLSTM + WT-ADA	0.02911	0.02315
DJI	BDLSTM	0.04557	0.02753
	BDLSTM + WT-AD	0.02436	0.01743
	BDLSTM + WT-ADA	0.01450	0.01014
S&P 500	BDLSTM	0.04391	0.02627
	BDLSTM + WT-AD	0.03670	0.02883
	BDLSTM + WT-ADA	0.02389	0.01734
NASDAQ	BDLSTM	0.03632	0.02502
	BDLSTM + WT-AD	0.02610	0.01754
	BDLSTM + WT-ADA	0.02597	0.01339