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Table 16 Bagging and boosting ensemble regressors error metrics result over BSE dataset

From: A comprehensive evaluation of ensemble learning for stock-market prediction

ModelsNo. of estimatorsRMSEMAER2EVSMedAERMSLETrain timeTest time
DTBagr10.2660.2130.4490.4510.2100.1290.0140.004
SVMBagr10.1100.0690.9060.9080.0510.0510.0070.001
MLPBagr10.0610.0340.9710.9720.0210.0280.1410.002
DTBotr10.1040.0730.9160.9170.0520.0460.0040.000
SVMBotr10.0810.0570.9490.9490.0480.0400.0050.001
MLPBotr10.0360.0260.9900.9910.0230.0190.1870.001
DTBagr50.0910.0690.9350.9350.0560.0410.0150.002
SVMBagr50.0810.0570.9490.9490.0460.0390.0130.003
MLPBagr50.0260.0140.9950.9950.0080.0130.6780.003
DTBotr50.0800.0600.9500.9510.0470.0360.0140.001
SVMBotr50.0600.0490.9720.9730.0460.0300.0210.004
MLPBotr50.0270.0170.9940.9950.0130.0130.7990.003
DTBagr150.0830.0690.9460.9460.0630.0390.0380.004
SVMBagr150.0760.0560.9560.9560.0470.0370.0340.011
MLPBagr150.0210.0140.9960.9970.0100.0103.8290.006
DTBotr150.0690.0540.9630.9630.0440.0320.0960.012
SVMBotr150.0570.0470.9750.9750.0430.0290.2240.039
MLPBotr150.0160.0110.9980.9980.0080.0074.9870.023
DTBagr200.0890.0750.9390.9390.0720.0420.0680.006
SVMBagr200.0750.0550.9560.9560.0440.0370.0400.013
MLPBagr200.0210.0140.9960.9970.0100.0104.0380.021
DTBotr200.0770.0570.9540.9550.0440.0330.0580.006
SVMBotr200.0570.0470.9750.9760.0430.0280.0890.020
MLPBotr200.0140.0100.9990.9990.0080.0064.8240.009
DTBagr500.0780.0640.9530.9530.0570.0370.1140.010
SVMBagr500.0720.0540.9600.9600.0440.0360.2260.056
MLPBagr500.0140.0100.9990.9990.0070.00713.9670.021
DTBotr500.0470.0380.9830.9830.0330.0230.2110.010
SVMBotr500.0560.0470.9750.9760.0440.0280.1860.039
MLPBotr500.0130.0090.9990.9990.0060.00622.5150.019
DTBagr1000.0750.0610.9560.9560.0550.0360.3250.045
SVMBagr1000.0730.0540.9590.9590.0450.0360.5590.127
MLPBagr1000.0140.0100.9990.9990.0080.00734.1350.053
DTBotr1000.0390.0320.9880.9880.0290.0200.3150.021
SVMBotr1000.0560.0470.9750.9760.0440.0280.7870.357
MLPBotr1000.0110.0080.9990.9990.0060.00528.1820.039
DTBagr1500.0730.0590.9590.9590.0530.0350.3390.042
SVMBagr1500.0720.0540.9600.9600.0450.0360.4010.119
MLPBagr1500.0130.0100.9990.9990.0080.00730.2370.082
DTBotr1500.0380.0310.9890.9900.0280.0190.3450.024
SVMBotr1500.0560.0470.9750.9760.0440.0280.1150.019
MLPBotr1500.0110.0080.9990.9990.0060.00524.4040.187
DTBagr2000.0730.0600.9580.9580.0550.0350.7860.043
SVMBagr2000.0710.0540.9600.9610.0440.0350.4870.100
MLPBagr2000.0130.0100.9990.9990.0080.00738.4320.091
DTBotr2000.0350.0280.9900.9910.0240.0180.4530.027
SVMBotr2000.0560.0470.9750.9760.0440.0280.1260.021
MLPBotr2000.0110.0080.9990.9990.0060.00524.1780.039