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Table 13 Bagging ensemble classifiers training time, predicting time and error metrics result on JSE dataset

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