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

Table 4

MAPE of indexes’ prediction by STNN with different values of  𝑞.

MAPE	SSE	SZSE	HSI	DJIA	IXIC	S&P 500
𝑞1=0.0119	1.6330	1.9462	1.7611	1.9304	2.3165	1.8847
𝑞2=0.0122	1.6312	1.9424	1.7759	1.9365	2.3367	1.9184
𝑞3=0.0125	1.6559	1.9504	1.8220	1.9441	2.3533	1.9365
𝑞4=0.0128	1.6585	1.9555	1.8483	1.9478	2.3757	1.9812
𝑞5=0.0131	1.6897	2.0314	1.8829	1.9486	2.4019	2.0058
𝑞6=0.0134	1.7227	2.0025	1.9212	1.9543	2.4074	2.0302
𝑞7=0.0200	2.8781	2.6260	2.5884	2.3541	2.9259	2.5139
𝑞8=0.0250	3.2507	3.2702	2.9770	3.3216	3.6744	3.2173