Volatility Degree Forecasting of Stock Market by Stochastic Time Strength Neural Network

Table 2

Comparisons of indexes’ prediction by BPNN and STNN for 𝑞=0.

Index	SSE		SZSE		HSI
Errors	BPNN	STNN	BPNN	STNN	BPNN	STNN
MAE	28.3115	28.3190	174.6668	165.4092	317.6058	297.8046
RMSE	35.1332	35.1219	215.7711	204.0298	419.4783	394.2751
MAPE	1.0922	1.0925	1.6163	1.5212	1.5714	1.4660
MAPE (100)	0.9919	0.9922	1.2572	1.2518	0.9475	0.9699
Index	DJIA		IXIC		S&P 500
Errors	BPNN	STNN	BPNN	STNN	BPNN	STNN
MAE	215.9167	210.2087	52.3185	50.3318	19.2175	19.0905
RMSE	248.7886	242.2453	61.8688	59.9015	22.7849	22.5809
MAPE	1.7796	1.7345	1.9288	1.8581	1.5155	1.5058
MAPE (100)	1.6742	1.6164	1.9579	1.8446	1.4190	1.3931