Financial Market Prediction and Simulation Based on the FEPA Model

Table 2

Prediction results of Australian stock index models.

Model	Performance standard
	MAD	MAPE	RMSE	DS (%)
ARIMA	133.22	2.31	178.23	51.22
GARCH	104.22	2.12	133.45	54.22
BPNN	121.33	2.43	148.22	56.22
EMD-BPNN	73.22	1.34	87.22	64.23
WD-BPNN	81.23	1.67	98.35	63.12
EMD-LPP-BPNN	68.22	1.28	88.24	71.33
FEPA	58.89	1.19	75.88	72.22