Research Article
Forecasting Crude Oil Price and Stock Price by Jump Stochastic Time Effective Neural Network Model
Table 2
Evaluation of the prediction.
| | SHCI | SZCI | SZPI | Daqing | Shengli | SINOPEC |
| MAE | 116.5679 | 433.4098 | 37.8812 | 2.8028 | 3.6815 | 0.4957 | MRE | 0.0431 | 0.0448 | 0.0343 | 0.0349 | 0.0466 | 0.0448 | Theilβs IC | 0.0269 | 0.0260 | 0.0236 | 0.0348 | 0.0367 | 0.0273 | BP | 1.1760β8 | 5.6445β7 | 1.8592β8 | 4.4732β7 | 1.5301β6 | 1.5276β7 | VP | 0.0496 | 0.4514 | 0.15795 | 0.0047 | 0.0045 | 7.8972β7 | CP | 0.9504 | 0.5486 | 0.84205 | 0.9942 | 0.9955 | 1.0000 |
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