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 regression | Random forest | LightGBM |
| MAE | 0.24 | 0.23 | 0.21 | RMSE | 0.28 | 0.23 | 0.26 | R2 | 0.39 | 0.46 | 0.67 |
| Yield floor samples | | Multiple linear regression | Random forest | LightGBM |
| MAE | 0.27 | 0.18 | 0.17 | RMSE | 0.30 | 0.18 | 0.20 | R2 | 0.51 | 0.72 | 0.81 |
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