Research Article

Research on the Prediction of Nonbreakeven Financial Products’ Yield of Commercial Banks Based on Machine Learning

Table 6

The comparison between three models.

Yield cap samples
Multiple linear regressionRandom forestLightGBM

MAE0.240.230.21
RMSE0.280.230.26
R20.390.460.67

Yield floor samples
Multiple linear regressionRandom forestLightGBM

MAE0.270.180.17
RMSE0.300.180.20
R20.510.720.81