Journal of Big Data

Table 5 Accuracy comparison using financial time series data

From: Forecast of complex financial big data using model tree optimized by bilevel evolution strategy

	Train	Test
Linear regression	0.49	0.02
Lasso regression	0.49	0.07
Partial minimum error	0.45	0.06
Neural network	0.68	0.06
XGBoost	0.72	0.09
Bilevel GA by related work	0.48	0.01
Bilevel GA by this study	0.55	0.35

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