Table 5 Performance metrics of ANFIS-based models (ANFIS, ANFIS-ChHHO, ANFIS-HHO, ANFIS-PSO, ANFIS-GWO) on EGX-30 index testing set: RMSE, MAE, SD, Theil’s U, MARE, MSRE, RMSRE, and RMSPE values.

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

40. 687

38.2695

39.1942

42.639

64.9128

MAE

27.8522

27.2965

27.6107

28.3004

47.495

SD

40.7167

38.2711

39.1073

42.6701

64.9603

Theil’s U

0.0021

0.0019

0.0022

0.0022

0.0033

MARE

0.003234

0.002792

0.003692

0.003399

0.003371

MSRE

2.0298e5

1.9824e-5

5.9799e-5

2.5649e-5

2.4951e-5

RMSRE

0.0045054

0.0044524

0.007733

0.0050645

0.0049951

RMSPE

0.45054

0.44524

0.7733

0.50645

0.49951

  1. Bold indicates the best results.
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