|
| MLR | ANN | ||
Derivatives | logAI | PredMLR(logAI) | e(MLR) | PredANN(logAI) | e(ANN) |
DP01 | 0.5668 | 0.4731 | 0.0937 | 0.4425 | 0.1243 |
DP02 | 0.4132 | 0.5235 | −0.1103 | 0.3976 | 0.0156 |
DP03 | 0.4664 | 0.7458 | −0.2794 | 0.4716 | −0.0052 |
DP04 | 0.4334 | 0.4209 | 0.0125 | 0.4938 | −0.0604 |
DP05 | 0.3028 | 0.4688 | −0.1661 | 0.4259 | −0.1231 |
DP06 | 0.3727 | 0.6972 | −0.3245 | 0.3974 | −0.0247 |
DP07 | 0.4332 | 0.3424 | 0.0908 | 0.5406 | −0.1074 |
DP08 | 0.5092 | 0.4264 | 0.0828 | 0.5092 | 0.0000 |
DP09 | 0.2914 | 0.5542 | −0.2628 | 0.3759 | −0.0845 |
DP10 | 1.4838 | 1.5966 | −0.1128 | 1.3969 | 0.0869 |
DP11 | 1.5957 | 1.7407 | −0.1450 | 1.6404 | −0.0447 |
DP12 | 1.6146 | 1.7483 | −0.1337 | 1.6358 | −0.0212 |
DP13 | 0.4076 | 0.3962 | 0.0114 | 0.4153 | −0.0077 |
DP14 | 0.5037 | 0.5384 | −0.0346 | 0.4135 | 0.0902 |
DP15 | 0.6403 | 0.5545 | 0.0859 | 0.4434 | 0.1969 |
DP16 | 2.1460 | 2.2623 | −0.1163 | 2.3098 | −0.1638 |
DP17 | 2.3530 | 2.0932 | 0.2598 | 2.3101 | 0.0429 |
DP18 | 2.1503 | 2.0612 | 0.0891 | 2.1969 | −0.0466 |
DP19 | 2.3567 | 1.9162 | 0.4405 | 2.2501 | 0.1066 |
DP20 | 2.1688 | 1.6999 | 0.4689 | 2.1872 | −0.0184 |
DP21 | 2.2822 | 1.8686 | 0.4136 | 2.2725 | 0.0097 |
DP22 | 2.2091 | 2.2025 | 0.0066 | 2.1071 | 0.1020 |
DP23 | 2.1242 | 1.9556 | 0.1686 | 2.2650 | −0.1408 |
DP24 | 2.1887 | 2.8790 | −0.6902 | 2.3704 | −0.1817 |
DP25 | 2.5777 | 3.0684 | −0.4908 | 2.2884 | 0.2893 |
DP26 | 2.1253 | 1.6098 | 0.5155 | 1.9419 | 0.1834 |
DP27 | 2.1776 | 2.1320 | 0.0456 | 2.0162 | 0.1614 |
DP28 | 2.1390 | 2.1310 | 0.0080 | 2.0904 | 0.0486 |
RMSE(RMCE) |
| 0.2715 |
| 0.1138 |