Advantages of Combining Factorization Machine with Elman Neural Network for Volatility Forecasting of Stock Market

Table 4

Forecasting errors (MAPE) of the FM-Elman () model as threshold value varies.

MAPE	S&P 500	DJIA	SSEC	SZI
	3.6657	2.9006	2.3593	2.5499
	4.4312	3.2554	2.3608	2.7811
	5.3726	3.2998	2.7977	3.1299
	6.3368	3.7571	2.9498	3.1579