Modeling Chaotic Behavior of Chittagong Stock Indices

Table 8

Performances for training data.

Forecasting models	cse-all			cse-30
	RMSE	CC	𝑅^2	RMSE	CC	𝑅^2
GA	6.79	0.94	0.88	6.95	0.91	0.82
ANFIS	6.89	0.93	0.86	6.83	0.92	0.84
GARCH	7.34	0.91	0.82	7.56	0.88	0.77

Note: We considered January 1, 2005 to January 1, 2009 as a training period.