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	1.1760𝑒−8	5.6445𝑒−7	1.8592𝑒−8	4.4732𝑒−7	1.5301𝑒−6	1.5276𝑒−7
VP	0.0496	0.4514	0.15795	0.0047	0.0045	7.8972𝑒−7
CP	0.9504	0.5486	0.84205	0.9942	0.9955	1.0000