Research Article

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

Table 3

Simulation results of estimation and prediction for Experiment 3.

MSE MPE APE

0.2374 0.4738 0.4326 13.2590 7.8835
0.1962 0.2653 0.2739 39.0364 22.4357