GLAD: Global–Local Approach; Disentanglement Learning for Financial Market Prediction

Table 3

Multivariant prices prediction results on four datasets.

	S&P 500 index		Nikkei 225
	Univariant	Multivariant		Univariant	Multivariant
MSE	0.0025	0.0031	MSE	0.00006	0.00095
MAE	0.0111	0.0159	MAE	0.0006	0.0073
	HSI		CSI
	Univariant	Multivariant		Univariant	Multivariant
MSE	0.00023	0.00092	MSE	0.00015	0.00092
MAE	0.0011	0.0084	MAE	0.0012	0.0075