Financial Market Prediction and Simulation Based on the FEPA Model

Table 1

Prediction results of each model.

Model	Performance standard
	MAD	MAPE	RMSE	DS (%)
ARIMA	90.22	1.87	108.22	53.11
GARCH	107.23	2.12	145.68	52.88
BPNN	185.24	3.86	251.22	58.27
EMD-BPNN	65.24	1.34	87.25	64.21
WD-BPNN	75.25	1.63	103.22	64.12
EMD-LPP-BPNN	63.21	1.36	81.09	70.23
FEPA	57.25	1.33	74.25	72.11