Using Kernel Method to Include Firm Correlation for Stock Price Prediction

Table 3

Experiment results.

Model	MSE	RMSPE
AGKN	17.4042	0.0480
AGKN-K	19.1892	0.0492
AGKN-G	46.8264	0.0786
AGKN-S	19.7096	0.0580
AGKN-T	17.7034	0.0482
A-BiLSTM	44.4000	0.0915
LSTNet	34.3967	0.0915
KNN	1889.5324	0.5664