From: A comprehensive evaluation of ensemble learning for stock-market prediction
Models | No. of estimators | Mean | STD | RMSE | MAE | R2 | Precision | Recall | AUC | Training time | Test time |
---|---|---|---|---|---|---|---|---|---|---|---|
DTBagc: | 1 | 0.698 | 0.040 | 0.412 | 0.170 | 0.319 | 0.835 | 0.830 | 0.829 | 0.366 | 0.012 |
SVMBagc: | 1 | 0.555 | 0.033 | 0.683 | 0.467 | − 0.874 | 0.532 | 0.533 | 0.502 | 0.335 | 0.013 |
MLPBagc: | 1 | 0.809 | 0.057 | 0.436 | 0.190 | 0.235 | 0.786 | 0.810 | 0.805 | 2.280 | 0.187 |
DTBagc: | 5 | 0.736 | 0.032 | 0.185 | 0.034 | 0.862 | 0.964 | 0.966 | 0.965 | 0.490 | 0.028 |
SVMBagc: | 5 | 0.585 | 0.062 | 0.683 | 0.467 | − 0.874 | 0.532 | 0.533 | 0.502 | 1.551 | 0.039 |
MLPBagc: | 5 | 0.864 | 0.017 | 0.436 | 0.190 | 0.235 | 0.790 | 0.810 | 0.805 | 11.782 | 1.043 |
DTBagc: | 10 | 0.751 | 0.034 | 0.145 | 0.021 | 0.916 | 0.993 | 0.979 | 0.980 | 0.763 | 0.053 |
SVMBagc: | 10 | 0.586 | 0.069 | 0.669 | 0.448 | − 0.798 | 0.575 | 0.552 | 0.549 | 2.840 | 0.066 |
MLPBagc: | 10 | 0.863 | 0.022 | 0.432 | 0.187 | 0.250 | 0.801 | 0.813 | 0.810 | 23.923 | 1.489 |
DTBagc: | 15 | 0.772 | 0.027 | 0.107 | 0.011 | 0.954 | 0.989 | 0.989 | 0.989 | 0.978 | 0.107 |
SVMBagc: | 15 | 0.568 | 0.047 | 0.650 | 0.423 | − 0.698 | 0.564 | 0.577 | 0.556 | 4.869 | 0.124 |
MLPBagc: | 15 | 0.867 | 0.022 | 0.428 | 0.183 | 0.266 | 0.802 | 0.817 | 0.814 | 39.900 | 3.282 |
DTBagc: | 20 | 0.760 | 0.032 | 0.123 | 0.015 | 0.939 | 0.989 | 0.985 | 0.985 | 1.502 | 0.245 |
SVMBagc: | 20 | 0.563 | 0.049 | 0.626 | 0.392 | − 0.576 | 0.586 | 0.608 | 0.589 | 5.280 | 0.236 |
MLPBagc: | 20 | 0.867 | 0.024 | 0.434 | 0.189 | 0.243 | 0.802 | 0.811 | 0.808 | 39.325 | 2.625 |
DTBagc: | 50 | 0.767 | 0.038 | 0.044 | 0.002 | 0.992 | 0.996 | 0.998 | 0.998 | 3.109 | 0.188 |
SVMBagc: | 50 | 0.569 | 0.059 | 0.683 | 0.467 | − 0.874 | 0.532 | 0.533 | 0.502 | 18.013 | 0.362 |
MLPBagc: | 50 | 0.869 | 0.021 | 0.432 | 0.187 | 0.250 | 0.803 | 0.813 | 0.810 | 132.852 | 10.885 |
DTBagc: | 100 | 0.770 | 0.034 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.000 | 8.923 | 0.432 |
SVMBagc: | 100 | 0.568 | 0.059 | 0.679 | 0.461 | − 0.851 | 0.536 | 0.539 | 0.508 | 39.565 | 0.802 |
MLPBagc: | 100 | 0.868 | 0.022 | 0.434 | 0.189 | 0.243 | 0.802 | 0.811 | 0.808 | 270.825 | 22.026 |
DTBagc: | 150 | 0.770 | 0.031 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.000 | 11.446 | 0.432 |
SVMBagc: | 150 | 0.565 | 0.056 | 0.679 | 0.461 | − 0.851 | 0.536 | 0.539 | 0.508 | 58.771 | 0.802 |
MLPBagc: | 150 | 0.868 | 0.020 | 0.434 | 0.189 | 0.243 | 0.802 | 0.811 | 0.808 | 395.453 | 22.026 |
DTBagc: | 200 | 0.771 | 0.034 | 0.000 | 0.000 | 1.000 | 1.000 | 1.000 | 1.000 | 13.760 | 0.772 |
SVMBagc: | 200 | 0.563 | 0.056 | 0.683 | 0.467 | − 0.874 | 0.532 | 0.533 | 0.502 | 63.858 | 1.388 |
MLPBagc: | 200 | 0.870 | 0.023 | 0.434 | 0.189 | 0.243 | 0.798 | 0.811 | 0.808 | 548.328 | 33.102 |