Table 9. R2 of ADX prediction results with different loss function.
TIC | R2 (MSE) | R2 (MAE) | R2 (MAPE) |
---|---|---|---|
AAPL | 0.77 | 0.77 | −2.00 |
AMGN | 0.74 | 0.73 | −2.30 |
BA | 0.80 | 0.76 | −1.80 |
DIS | 0.80 | 0.76 | −1.65 |
INTC | 0.75 | 0.74 | −2.02 |
KO | 0.72 | 0.71 | −1.98 |
MCD | 0.80 | 0.78 | −1.98 |
MSFT | 0.72 | 0.75 | −2.74 |
TRV | 0.71 | 0.70 | −2.34 |
V | 0.67 | 0.67 | −1.83 |
Average | 0.75 | 0.73 | −2.06 |