Table 9. Comparison with state-of-the-art models: HMC stock.
Evaluation metrics | LSTM (State of the art) | DAE-LSTM (Proposed model) | GRU (State of the art) | DAE-GRU (Proposed model) |
---|---|---|---|---|
RMSE | 0.7970 | 0.52 | 0.7811 | 0.37 |
MAE | 0.5807 | 0.407 | 0.5695 | 0.2696 |
MAPE | 2.1027 | 1.43 | 2.1001 | 0.9601 |
R2 | 0.9409 | 0.97 | 0.9606 | 0.9854 |