计算智能和神经科学
研究文章

汇率预测基于深度学习和NSGA-II模型

表3

汇总结果的比较三个模型。
数据集 深倚MSE SVR MSE SAE-SVR MSE 提升(%) 深度学习美 SVR美 SAE-SVR美 提升(%)
1美元 2.7307e−04 0.0026098 2.88E−04 −5.60 0.0122 0.0399 0.02234 −83.11
2 gbpusd 6.8046e−04 0.0011528 6.09E−04 10.51 0.0193 0.0272 0.01169 39.43
3稍许 2.3025e−04 0.0003145 1.95E−04 15.22 0.0113 0.0143 0.01012 10.44
4 eurgbp 2.6657e−04 0.0015129 2.51E−04 5.72 0.0122 0.0307 0.01149 5.82
5 usdcad 1.3537e−04 0.0022363 1.82E−04 −34.15 0.0085 0.0332 0.00922 −8.47
6 eurcad 2.9867e−04 0.0005757 1.44E−04 51.94 0.0126 0.0189 0.00984 21.90
7 gbpcad 2.2838e−04 0.0007986 2.40E−04 −5.00 0.0167 0.0215 0.01808 −8.26
8 audcad 4.8400e−04 0.00068021 1.57E−04 67.65 0.0167 0.0198 0.01089 34.79
9 euraud 1.3568e−04 0.00024962 4.12E−05 69.66 0.0084 0.0114 0.00513 38.93
10 gbpaud 2.1326e−04 0.00062255 2.77E−04 −29.73 0.0109 0.0191 0.01465 −34.40
11美元对日元汇率 1.4181e−04 0.00465398 2.12E−04 −49.77 0.0088 0.0567 0.01577 −79.20
12 eurjpy 2.7442e−04 0.00034466 7.06E−05 74.29 0.0120 0.0142 0.00655 45.42
13 gbpjpy 1.9389e−04 0.00141236 9.14E−05 58.26 0.1299 0.0299 0.0082 93.69
14 cadjpy 4.2757e−04 0.00055366 1.70E−04 60.21 0.0149 0.0177 0.00939 36.98
15 audjpy 3.6397e−04 0.0002919 5.06E−05 86.11 0.0136 0.0129 0.0089 34.56
16 usdchf 2.8011e−04 0.0009669 3.42E−05 87.80 0.0101 0.0154 0.00788 21.98
17兑瑞郎eurchf 1.9228e−04 0.0022557 7.01E−05 63.56 0.0061 0.0304 0.0049 19.67
18 gbpchf 3.0714e−04 0.0010526 9.99E−05 67.46 0.0103 0.0155 0.00541 47.48
19 cadchf 2.9759e−04 0.00111476 4.82E−05 83.81 0.0107 0.0208 0.00978 8.60
20 audchf 4.1407e−04 0.0015979 9.80E−05 76.33 0.0129 0.0268 0.01181 5.45
21 chfjpy 2.2217e−04 0.0014423 4.14E−05 81.35 0.0086 0.0224 0.00835 2.91
22 usdcny 8.7996e−05 0.00103769 3.11E−04 −253.22 0.0061 0.0135 0.0099 −62.30
23 eurcny 2.2732e−04 0.0017301 2.94E−04 −29.22 0.0110 0.0318 0.01578 −43.45
24 gbpcny 4.5092e−04 0.00052641 1.68E−04 62.79 0.0149 0.0163 0.01114 25.23
25 cadcny 1.7722e−04 0.0045405 3.20E−04 −80.78 0.0097 0.0536 0.01675 −72.68
26 audcny 2.3929e−04 0.00255696 3.63E−4 −51.88 0.0118 0.0403 0.01772 −50.17
27 jpycny 1.9699e−04 0.00255696 1.32E−04 33.10 0.0099 0.0349 0.00086 91.31
28 chfcny 0.0187 0.0316333 1.92E−05 99.90 0.0886 0.1728 0.00438 95.06
总和 - - - - - - - - - - - - - - - - - - 610.92 - - - - - - - - - - - - - - - - - - 240.61