Table 6. Performance comparison.
| Models | S&P500 | DAX | DJI | SSE | ||||
|---|---|---|---|---|---|---|---|---|
| RMSE | MAE | RMSE | MAE | RMSE | MAE | RMSE | MAE | |
| CEEMD-CNN-LSTM (Rezaei, Faaljou & Mansourfar, 2021) | 13.76 | 10.58 | 84.88 | 65.03 | 155.52 | 118.02 | – | – |
| CEEMDAN-LSTM (Cao, Li & Li, 2019) | 4.83 | 3.92 | 33.35 | 24.85 | – | – | 8.74 | 6.86 |
| CAL (Lv et al., 2022) | 26.14 | 17.14 | 101.83 | 72.33 | – | – | 19.92 | 14.03 |
| GRU based on CEEMDAN-Wavelet (Qi, Ren & Su, 2023) | 22.27 | 17.39 | – | – | – | – | – | – |
| 2LE-CEEMDAN-LSTM-SVR | 5.25 | 4.11 | 11.77 | 10.42 | 23.50 | 19.81 | 7.30 | 6.18 |