Table 2 ML model performance metrics for predicting UBS and RBS on the test set.
Algorithm | R2 | MAE | RMSE | MAPE | ||||
|---|---|---|---|---|---|---|---|---|
UBS | RBS | UBS | RBS | UBS | RBS | UBS | RBS | |
MLP | 0.833 | 0.646 | 2.037 | 0.167 | 2.697 | 0.209 | 0.495 | 0.690 |
SVR | 0.785 | 0.835 | 2.160 | 0.108 | 3.058 | 0.142 | 0.452 | 0.285 |
DT | 0.957 | 0.954 | 0.563 | 0.025 | 1.361 | 0.076 | 0.116 | 0.081 |
RF | 0.968 | 0.966 | 0.753 | 0.038 | 1.173 | 0.065 | 0.191 | 0.137 |
GBoost | 0.954 | 0.922 | 0.846 | 0.056 | 1.416 | 0.098 | 0.168 | 0.128 |
XGBoost | 0.977 | 0.966 | 0.480 | 0.025 | 1.008 | 0.065 | 0.096 | 0.070 |