Stock Market Prediction on High-Frequency Data Using Generative Adversarial Nets

Table 4

Summary of RMSRE with different (M, N). These figures are the average values over the 42 stocks.

ARIMA-GARCH	0.0419	0.0406	0.0425	0.0529	0.0529	0.0516	0.0733	0.0657	0.0739
ANN	0.0419	0.0485	0.0531	0.0522	0.0522	0.0510	0.0739	0.0631	0.0631
SVM	0.0512	0.0450	0.0487	0.0539	0.0507	0.0527	0.0616	0.0666	0.0639
GAN-F	0.0151	0.0155	0.0157	0.0300	0.0243	0.0277	0.0326	0.0313	0.0299
GAN-D	0.0422	0.0304	0.0503	0.0625	0.0419	0.0405	0.0514	0.0598	0.0420
LSTM-FD	0.0200	0.0194	0.0180	0.0324	0.0230	0.0245	0.0321	0.0335	0.0357
GAN-FD	0.0098	0.0079	0.0101	0.0218	0.0111	0.0144	0.0333	0.0323	0.0296