Back propagation mathematical model for stock price prediction
Publié en ligne: 30 déc. 2021
Pages: 165 - 174
Reçu: 17 juin 2021
Accepté: 24 sept. 2021
© 2021 Yanran Ma et al., published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 International License.
Price range
Name |
Bank of China |
Vanke A |
Guizhou Maotai |
|
Lowest price |
2.00 |
5.65 |
81.13 |
Highest Price |
5.01 |
40.04 |
788.42 |
100 times experiment
Statistics |
|
Mean |
Std. |
|
Bank of China |
MSE |
0.009 |
4.8×10−5 |
MAPE |
0.019 |
0.0001 |
|
Vanke A |
MSE |
2.976 |
0.0067 |
MAPE |
0.049 |
0.0001 |
|
Guizhou Maotai |
MSE |
395.1 |
1.3728 |
MAPE |
0.026 |
7.7×10−5 |
Results of the five methods
Method |
|
BP |
RBF |
GRNN |
SVMR |
LS-SVMR |
|
Bank of China |
MSE |
0.009 |
0.014 |
0.02 |
0.012 |
0.018 |
MAPE |
0.019 |
0.025 |
0.024 |
0.023 |
0.028 |
|
Vanke A |
MSE |
2.976 |
4.686 |
6.036 |
3.422 |
5.472 |
MAPE |
0.049 |
0.065 |
0.067 |
0.059 |
0.072 |
|
Guizhou Maotai |
MSE |
395.1 |
740.1 |
1103.6 |
407.4 |
405.5 |
MAPE |
0.026 |
0.036 |
0.048 |
0.029 |
0.027 |
Comparison of four kernels in SVMR
Kernel |
|
Linear |
Polynomial |
Sigmoid |
RBF |
|
Bank of China |
MSE |
0.01 |
0.01 |
0.011 |
0.012 |
MAPE |
0.019 |
0.02 |
0.021 |
0.023 |
|
Vanke A |
MSE |
2.993 |
3.292 |
3.515 |
3.422 |
MAPE |
0.05 |
0.053 |
0.055 |
0.059 |
|
Guizhou Maotai |
MSE |
395.6 |
403.5 |
405.7 |
407.4 |
MAPE |
0.027 |
0.028 |
0.028 |
0.029 |