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Table 25 Stacking and blending ensemble regressors error metrics result on JSE dataset

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

ModelRMSEMAEEVSMedAERMSLER2Train timeTest time
STK_DSN_R0.0680.0550.9910.0480.0120.9910.2830.001
STK_SND_R0.1250.0940.9680.0740.0230.9685.7570.002
STK_DNS_R0.0410.0350.9970.0330.0070.9975.3380.001
BLD_DSN_R0.2100.1790.9610.1630.0360.9110.3140.424
BLD_SND_R0.3790.2680.7090.1750.0650.7092.1340.503
BLD_DNS_R0.0470.0370.9960.0310.0080.9961.1790.585