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Table 19 Stacking and blending ensemble classifiers error metrics result over GSE dataset

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

ModelMeanSTDRMSEMAER2PrecisionRecallAUCTrain timeTest time
STK_DSN_C0.8960.0220.2570.0660.72550.9390.9340.9302.4430.131
STK_SND_C0.9600.0190.0000.0001.00001.0001.0001.0009.9660.837
STK_DNS_C0.9600.0190.0000.0001.00001.0001.0001.0007.6150.188
Vote(DSN)0.9180.0320.1700.0290.87990.9660.9710.9679.2850.223
BLD_DSN_C0.8490.0480.3630.1320.45090.8560.8680.85123.4552.783
BLD_SND_C0.9420.0240.2720.0740.69111.0000.9260.93820.0410.771
BLD_DNS_C0.9590.0180.0000.0001.00001.0001.0001.00019.6581.102