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Table 20 Stacking and blending ensemble classifiers error metrics result on NYSE dataset

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

ModelMeanSTDRMSEMAER2PrecisionRecallAUCTrain timeTest time
STK_DSN_C100011111.2320.034
STK_SND_C100011112.280.062
STK_DNS_C100011111.3730.045
Vote(DSN)100011113.1820.077
BLD_DSN_C100011116.170.293
BLD_SND_C100011117.3770.373
BLD_DNS_C100011118.1570.383