Research Article
A Hybrid Model Using PCA and BP Neural Network for Time Series Prediction in Chinese Stock Market with TOPSIS Analysis
Table 11
Comparison of the proposed model with existing studies for predicting the stock of China Merchants Bank.
| References | MSE | RMSE | MAPE | Accuracy | Accuracy5 |
| [16] | 3.0755 | 1.7531 | 0.0532 | 0.7426 | 0.7865 | [17] | 2.7159 | 1.6480 | 0.0421 | 0.7952 | 0.7125 | [18] | 2.0156 | 1.4197 | 0.0315 | 0.8236 | 0.8658 | [19] | 1.1435 | 1.0693 | 0.0216 | 0.9036 | 0.9385 | [20] | 1.5216 | 1.2335 | 0.0246 | 0.9012 | 0.9123 | [21] | 0.9846 | 0.9922 | 0.0189 | 0.9423 | 0.9687 | [22] | 0.9712 | 0.9855 | 0.0213 | 0.9312 | 0.9568 | [23] | 1.1256 | 1.0609 | 0.0289 | 0.9216 | 0.9487 | Proposed model | 0.6835 | 0.8267 | 0.0130 | 0.9967 | 0.9947 |
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RMSE, root mean square error.
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