Deterministic Echo State Networks Based Stock Price Forecasting

Table 1

Comparative results of ESN and DLR by average forecasting accuracy (MSE).

Stocks	ESN	DLR			Performance improvement (%)
		r = 0.5	r = 0.7	r = 1
Minsheng Bank	0.010935	0.011121	0.011055	0.011175	−1.10
Sinopec	0.026413	0.011680	0.011059	0.037695	58.13
Baotou Steel Rare Earth	2.083440	2.307846^∗	2.238868^∗	𝟏.𝟗𝟖𝟕𝟗𝟎𝟐^∗	4.59
Yangquan Coal Industry	0.210954	0.187878	0.197090	0.225766	10.94
The Gemdale Group	0.025079	0.023939	0.024479	0.025767	4.55
China Shenhua	0.125612	0.116748	0.120193	0.128756	7.06
Western Mining	0.039255	0.033440	0.035893	0.042173	14.81
China Life	0.165341	0.157840	0.160240	0.169839	4.54
Luan Huanneng	0.326770	0.320343	0.322941	0.335372	1.97
PetroChina	0.014539	0.007712	0.009112	0.018609	46.96
China COSCO	0.046103	0.015973	0.020535	0.059996	65.35