Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction

Table 3

Statistical performance of ANN model of Dell stock index*.

MSE
Network structure	1000 epochs	2000 epochs	5000 epochs
10-10-1	0.129054	0.112363	0.093539
10-11-1	0.144086	0.108245	0.090521
10-12-1	0.125668	0.099301	0.088157
10-13-1	0.148646	0.115732	0.092649
10-14-1	0.141474	0.099241	0.085206
10-15-1	0.118226	0.096651	0.083664
10-16-1	0.116773	0.099222	0.080534
10-17-1	0.097826	0.085111	0.071589
10-18-1	0.119719	0.093576	0.079150

∗The bold characters indicate the best results for each of the epoch sessions.