Table 2 Comparison of proposed model and baseline model in MSE/MAE for prediction of next day’s close price
Model | MSE (Mean Squared Error) | MAE (Mean Absolute Error) |
|---|---|---|
BiLSTM-GAT-AM (DTW & Sector graph) | 0.00440 | 0.04680 |
BiLSTM-GAT (DTW graph) | 0.00454 | 0.04730 |
BiLSTM-GAT (Sector graph) | 0.00543 | 0.05408 |
BiLSTM-GNN (DTW graph) | 0.01518 | 0.08032 |
BiLSTM-GNN (Sector graph) | 0.00561 | 0.05484 |