Table 12 Bagging ensemble classifiers accuracy and error metrics result on NYSE dataset
From: A comprehensive evaluation of ensemble learning for stock-market prediction
Models | No. of 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 | 0.009 |
SVMBagc: | 1 | 0.980 | 0.015 | 0.179 | 0.032 | 0.871 | 0.982 | 0.968 | 0.97 | 0.112 | 0.006 |
MLPBagc: | 1 | 0.997 | 0.005 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 0.567 | 0.060 |
DTBagc: | 5 | 1.000 | 0.000 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 0.243 | 0.023 |
SVMBagc: | 5 | 0.983 | 0.013 | 0.115 | 0.013 | 0.947 | 0.986 | 0.987 | 0.99 | 0.470 | 0.018 |
MLPBagc: | 5 | 0.999 | 0.002 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 2.293 | 0.266 |
DTBagc: | 10 | 1.000 | 0.000 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 0.299 | 0.035 |
SVMBagc: | 10 | 0.986 | 0.010 | 0.151 | 0.023 | 0.909 | 0.972 | 0.977 | 0.98 | 0.968 | 0.036 |
MLPBagc: | 10 | 1.000 | 0.000 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 6.361 | 0.579 |
DTBagc: | 15 | 1.000 | 0.000 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 0.404 | 0.075 |
SVMBagc: | 15 | 0.986 | 0.008 | 0.163 | 0.027 | 0.894 | 0.965 | 0.973 | 0.97 | 1.732 | 0.061 |
MLPBagc: | 15 | 1.000 | 0.000 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 11.362 | 0.678 |
DTBagc: | 20 | 1.000 | 0.000 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 0.597 | 0.104 |
SVMBagc: | 20 | 0.987 | 0.009 | 0.157 | 0.025 | 0.901 | 0.972 | 0.975 | 0.98 | 1.762 | 0.111 |
MLPBagc: | 20 | 1.000 | 0.000 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 11.613 | 1.274 |
DTBagc: | 50 | 1.000 | 0.000 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 2.997 | 1.037 |
SVMBagc: | 50 | 0.987 | 0.009 | 0.163 | 0.027 | 0.894 | 0.968 | 0.973 | 0.97 | 10.942 | 0.487 |
MLPBagc: | 50 | 1.000 | 0.000 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 85.596 | 8.087 |
DTBagc: | 100 | 1.000 | 0.000 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 9.973 | 0.798 |
SVMBagc: | 100 | 0.989 | 0.007 | 0.163 | 0.027 | 0.894 | 0.968 | 0.973 | 0.97 | 32.817 | 1.042 |
MLPBagc: | 100 | 1.000 | 0.000 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 207.098 | 17.046 |
DTBagc: | 150 | 1.000 | 0.000 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 13.123 | 1.343 |
SVMBagc: | 150 | 0.988 | 0.010 | 0.169 | 0.028 | 0.886 | 0.968 | 0.972 | 0.97 | 46.707 | 3.002 |
MLPBagc: | 150 | 1.000 | 0.000 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 300.789 | 34.477 |
DTBagc: | 200 | 1.000 | 0.000 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 18.437 | 1.691 |
SVMBagc: | 200 | 0.988 | 0.010 | 0.174 | 0.030 | 0.878 | 0.965 | 0.970 | 0.97 | 66.954 | 3.035 |
MLPBagc: | 200 | 1.000 | 0.000 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.00 | 442.953 | 30.594 |