Journal of Applied Mathematics / 2012 / Article / Tab 3

Research Article

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.

| ๐‘… ( ๐‘ก ) | intervals MAE MRE

[ 0 , 0 . 0 1 ) 0.0312 17.3123
[ 0 . 0 1 , 0 . 0 2 ) 0.0363 16.4007
[ 0 . 0 2 , 0 . 0 3 ) 0.0401 16.3452
[ 0 . 0 3 , 0 . 0 4 ) 0.0387 14.8879
[ 0 . 0 4 , ๐‘€ ] 0.0376 26.2455
[ 0 , ๐‘€ ] 0.0382 18.2984

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