Deterministic Echo State Networks Based Stock Price Forecasting

Table 3

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

Stocks	ESN	SCR			Performance improvement (%)
		r = 0.5	r = 0.7	r = 1
Minsheng Bank	0.010935	0.011165^∗	0.011061^∗	𝟎.𝟎𝟏𝟎𝟖𝟒𝟐^∗	0.85
Sinopec	0.026413	0.011868	0.014594	0.037969	55.07
Baotou Steel Rare Earth	2.083440	2.350138^∗	2.228629^∗	𝟏.𝟗𝟕𝟓𝟕𝟎𝟏^∗	5.17
Yangquan Coal Industry	0.210954	0.187053	0.196191	0.224106	11.33
The Gemdale Group	0.025079	0.023933	0.024412	0.025769	4.57
China Shenhua	0.125612	0.116739	0.120273	0.129783	7.06
Western Mining	0.039255	0.033329	0.035651	0.042433	15.10
China Life	0.165341	0.157979	0.160666	0.169405	4.45
Luan Huanneng	0.326770	0.319483	0.322704	0.334651	2.23
PetroChina	0.014539	0.007842	0.009102	0.018705	46.06
China COSCO	0.046103	0.016163	0.020780	0.063481	64.94