From: A comprehensive evaluation of ensemble learning for stock-market prediction
Models | No. estimators | Mean | STD | RMSE | MAE | R2 | Precision | Recall | AUC | Train time | Test time |
---|---|---|---|---|---|---|---|---|---|---|---|
DTBotc | 1 | 0.587 | 0.029 | 0.660 | 0.436 | − 0.752 | 0.549 | 0.564 | 0.535 | 0.161 | 0.006 |
SVMBotc | 1 | 0.527 | 0.035 | 0.685 | 0.469 | − 0.882 | 0.531 | 0.531 | 0.500 | 3.298 | 0.023 |
MLPBotc | 1 | 0.573 | 0.051 | 0.673 | 0.453 | − 0.821 | 0.544 | 0.547 | 0.523 | 3.300 | 0.035 |
DTBotc | 5 | 0.608 | 0.036 | 0.653 | 0.427 | − 0.713 | 0.555 | 0.573 | 0.545 | 0.472 | 0.020 |
SVMBotc | 5 | 0.527 | 0.035 | 0.685 | 0.469 | − 0.882 | 0.531 | 0.531 | 0.500 | 5.110 | 0.062 |
MLPBotc | 5 | 0.644 | 0.092 | 0.524 | 0.274 | − 0.101 | 0.919 | 0.726 | 0.739 | 5.350 | 0.650 |
DTBotc | 10 | 0.642 | 0.036 | 0.512 | 0.262 | − 0.084 | 0.664 | 0.718 | 0.703 | 1.122 | 0.086 |
SVMBotc | 10 | 0.517 | 0.034 | 0.675 | 0.459 | − 0.872 | 0.521 | 0.521 | 0.500 | 4.560 | 0.103 |
MLPBotc | 10 | 0.659 | 0.078 | 0.628 | 0.398 | − 0.627 | 0.556 | 0.582 | 0.555 | 8.950 | 0.400 |
DTBotc | 15 | 0.652 | 0.037 | 0.522 | 0.272 | − 0.094 | 0.674 | 0.728 | 0.713 | 1.222 | 0.096 |
SVMBotc | 15 | 0.527 | 0.035 | 0.685 | 0.469 | − 0.882 | 0.531 | 0.531 | 0.500 | 4.660 | 0.203 |
MLPBotc | 15 | 0.669 | 0.079 | 0.638 | 0.408 | − 0.637 | 0.566 | 0.592 | 0.565 | 13.950 | 0.450 |
DTBotc | 20 | 0.638 | 0.042 | 0.434 | 0.189 | 0.243 | 0.749 | 0.811 | 0.801 | 1.825 | 0.092 |
SVMBotc | 20 | 0.527 | 0.035 | 0.685 | 0.469 | − 0.882 | 0.531 | 0.531 | 0.500 | 4.570 | 0.078 |
MLPBotc | 20 | 0.705 | 0.110 | 0.511 | 0.261 | − 0.048 | 0.832 | 0.739 | 0.746 | 12.500 | 0.900 |
DTBotc | 50 | 0.679 | 0.032 | 0.360 | 0.130 | 0.480 | 0.825 | 0.870 | 0.864 | 4.360 | 0.214 |
SVMBotc | 50 | 0.527 | 0.035 | 0.685 | 0.469 | − 0.882 | 0.531 | 0.531 | 0.500 | 6.520 | 0.061 |
MLPBotc | 50 | 0.697 | 0.101 | 0.690 | 0.476 | − 0.912 | 0.577 | 0.524 | 0.533 | 8.100 | 0.300 |
DTBotc | 100 | 0.707 | 0.032 | 0.200 | 0.040 | 0.839 | 0.961 | 0.960 | 0.960 | 8.420 | 0.580 |
SVMBotc | 100 | 0.527 | 0.035 | 0.685 | 0.469 | − 0.882 | 0.531 | 0.531 | 0.500 | 5.732 | 0.077 |
MLPBotc | 100 | 0.736 | 0.089 | 0.554 | 0.307 | − 0.232 | 0.673 | 0.693 | 0.685 | 13.250 | 0.117 |
DTBotc | 150 | 0.735 | 0.034 | 0.157 | 0.025 | 0.901 | 0.982 | 0.975 | 0.976 | 15.799 | 0.884 |
SVMBotc | 150 | 0.527 | 0.035 | 0.685 | 0.469 | − 0.882 | 0.531 | 0.531 | 0.500 | 5.153 | 0.085 |
MLPBotc | 150 | 0.688 | 0.057 | 0.653 | 0.427 | − 0.713 | 0.558 | 0.573 | 0.549 | 27.500 | 1.020 |
DTBotc | 200 | 0.738 | 0.035 | 0.062 | 0.004 | 0.985 | 0.996 | 0.996 | 0.996 | 17.407 | 0.996 |
SVMBotc | 200 | 0.527 | 0.035 | 0.685 | 0.469 | − 0.882 | 0.531 | 0.531 | 0.500 | 7.020 | 0.531 |
MLPBotc | 200 | 0.706 | 0.091 | 0.597 | 0.356 | − 0.430 | 0.611 | 0.644 | 0.626 | 31.600 | 0.644 |