Table 17 Comprehensive performance evaluation of ANFIS and hybrid models for S&P 500 index forecasting, demonstrating ANFIS-ChHHO’s superior accuracy across all metrics.

From: Optimizing adaptive neuro-fuzzy inference system model based Chaotic Harris Hawks algorithm for stock prediction

 

ANFIS

ANFIS-ChHHO

ANFIS-HHO

ANFIS-PSO

ANFIS-GWO

RMSE

55.4932

38.1724

38.5157

41.1762

53.772

MAE

39.4664

26.7329

28.9994

30.7713

39.4551

SD

55.4447

38.0415

38.1743

41.1781

53.6774

Theil’s U

0.0028796

0.0019104

0.0020951

0.0021555

0.0027386

MARE

0.0056688

0.0032336

0.003675

0.0037235

0.0040022

MSRE

5.3597e-5

2.0298e-5

2.367e-5

2.5016e-5

5.1313e-5

RMSRE

0.0066028

0.0045054

0.0048651

0.0050016

0.0063016

RMSPE

0.66028

0.45054

0.48651

0.50016

0.63016

  1. Bold indicates the best results.
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