A Novel Stock Index Intelligent Prediction Algorithm Based on Attention-Guided Deep Neural Network

Table 2

Performance comparison with other methods.

Methods	Performance
	RMSE	MAE	MAPE (%)			MSE	Ranking
LSTM	0.41	0.26	1.40	0.51	0.24	0.17	2
Ridge	0.51	0.35	1.90	0.60	0.35	0.26	3
kneighbors	1.67	1.20	6.28	1.10	1.20	2.19	4
Decision tree	3.11	2.68	15.75	1.64	2.68	9.67	5
SVM	3.44	3.31	18.76	1.82	3.31	11.83	6
Improved nesNet	0.35	0.20	1.13	0.39	0.20	0.13	1