Journal of Applied Mathematics / 2012 / Article / Tab 2

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
Theil’s IC 0.0269 0.0260 0.0236 0.0348 0.0367 0.0273
BP 1.1760 𝑒 βˆ’8 5.6445 𝑒 βˆ’7 1.8592 𝑒 βˆ’8 4.4732 𝑒 βˆ’7 1.5301 𝑒 βˆ’61.5276 𝑒 βˆ’7
VP 0.0496 0.4514 0.15795 0.0047 0.0045 7.8972 𝑒 βˆ’7
CP 0.9504 0.5486 0.84205 0.9942 0.9955 1.0000

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