Forecasting Crude Oil Price and Stock Price by Jump Stochastic Time Effective Neural Network Model

Table 3

The relationship between the fluctuation and the prediction by the absolute return intervals.

|𝑅(𝑡)| intervals	MAE	MRE
[0,0.01)	0.0312	17.3123
[0.01,0.02)	0.0363	16.4007
[0.02,0.03)	0.0401	16.3452
[0.03,0.04)	0.0387	14.8879
[0.04,𝑀]	0.0376	26.2455
[0,𝑀]	0.0382	18.2984