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Table 23 Stacking and blending ensemble regressors error metrics result on GSE dataset

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

ModelRMSEMAER2EVSMedAERMSLETrain timeTest time
STK_DSN_R0.0740.0610.9930.9930.0570.0140.2790.004
STK_SND_R0.2100.1570.9420.9420.1280.0425.9450.001
STK_DNS_R0.0550.0500.9960.9980.0510.0114.4800.001
BLD_DSN_R0.5740.5210.5700.9170.4500.1050.3380.343
BLD_SND_R0.2750.1940.9010.9020.1360.0642.5030.400
BLD_DNS_R0.0670.0540.9940.9940.0470.0131.2240.339