Skip to main content

Table 9 Boosting ensemble classifiers training time, prediction time and error metrics result on JSE dataset

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