Research Article

[Retracted] Sublinear Expectation Nonlinear Regression for the Financial Risk Measurement and Management

Table 2

Simulation results of estimation and prediction for Experiment 2 with and .

MSE MPE APE

0.2485 0.3697 0.3289 16.0952 7.3548
0.1324 0.2819 0.2305 39.4257 22.6957