Table 11 Bagging ensemble classifiers training time, predicting time and error metrics result on BSE dataset
From: A comprehensive evaluation of ensemble learning for stock-market prediction
Models | No. estimators | Mean | STD | RMSE | MAE | R2 | Precision | Recall | AUC | train time | Test time |
|---|---|---|---|---|---|---|---|---|---|---|---|
DTBagc: | 1 | 1.000 | 0.000 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 0.095 | 0.011 |
SVMBagc: | 1 | 0.907 | 0.044 | 0.291 | 0.085 | 0.641 | 0.968 | 0.915 | 0.89 | 0.096 | 0.011 |
MLPBagc: | 1 | 0.977 | 0.021 | 0.285 | 0.081 | 0.656 | 0.845 | 0.919 | 0.93 | 0.939 | 0.045 |
DTBagc: | 5 | 1.000 | 0.000 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 0.283 | 0.024 |
SVMBagc: | 5 | 0.911 | 0.035 | 0.254 | 0.064 | 0.727 | 0.980 | 0.936 | 0.92 | 0.449 | 0.056 |
MLPBagc: | 5 | 0.987 | 0.014 | 0.101 | 0.010 | 0.957 | 0.982 | 0.990 | 0.99 | 3.929 | 0.256 |
DTBagc: | 10 | 1.000 | 0.000 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 0.303 | 0.068 |
SVMBagc: | 10 | 0.911 | 0.028 | 0.279 | 0.078 | 0.670 | 0.989 | 0.922 | 0.90 | 0.751 | 0.135 |
MLPBagc: | 10 | 0.993 | 0.012 | 0.058 | 0.003 | 0.986 | 0.991 | 0.997 | 1.00 | 9.663 | 0.739 |
DTBagc: | 15 | 1.000 | 0.000 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 0.550 | 0.036 |
SVMBagc: | 15 | 0.911 | 0.028 | 0.279 | 0.078 | 0.670 | 0.989 | 0.922 | 0.90 | 1.516 | 0.230 |
MLPBagc: | 15 | 0.991 | 0.012 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 12.232 | 0.855 |
DTBagc: | 20 | 1.000 | 0.000 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 2.511 | 0.060 |
SVMBagc: | 20 | 0.962 | 0.024 | 0.154 | 0.024 | 0.900 | 0.991 | 0.976 | 0.97 | 5.048 | 0.225 |
MLPBagc: | 20 | 0.996 | 0.007 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 103.208 | 1.127 |
DTBagc: | 50 | 1.000 | 0.000 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 1.254 | 0.124 |
SVMBagc: | 50 | 0.917 | 0.029 | 0.154 | 0.024 | 0.900 | 0.991 | 0.976 | 0.97 | 4.245 | 0.525 |
MLPBagc: | 50 | 0.993 | 0.010 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 58.650 | 3.288 |
DTBagc: | 100 | 1.000 | 0.000 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 2.509 | 0.234 |
SVMBagc: | 100 | 0.916 | 0.031 | 0.273 | 0.075 | 0.684 | 0.989 | 0.925 | 0.90 | 9.770 | 1.066 |
MLPBagc: | 100 | 0.994 | 0.010 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 107.326 | 7.407 |
DTBagc: | 150 | 1.000 | 0.000 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 3.794 | 0.395 |
SVMBagc: | 150 | 0.914 | 0.032 | 0.285 | 0.081 | 0.656 | 0.989 | 0.919 | 0.90 | 14.122 | 1.345 |
MLPBagc: | 150 | 0.994 | 0.010 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 0.010 | 9.248 |
DTBagc: | 200 | 1.000 | 0.000 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 4.628 | 0.554 |
SVMBagc: | 200 | 0.913 | 0.033 | 0.285 | 0.081 | 0.656 | 1.000 | 0.919 | 0.89 | 16.874 | 1.963 |
MLPBagc: | 200 | 0.994 | 0.010 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 248.903 | 15.745 |