Explored ANN and ANN–X model settings for the trading volume prediction of the CSI300 nearby futures
| Algorithm | Levenberg–Marquardt scaled conjugate gradient Bayesian regularization |
|---|---|
| Delay | 1 |
| 2 | |
| 5 | |
| 10 | |
| 20 | |
| 30 | |
| Hidden neuron | 5 |
| 10 | |
| 15 | |
| 25 | |
| 35 | |
| 50 | |
| Training vs validation vs testing | 60% vs 25% vs 15% |
| 65% vs 20% vs 15% | |
| 70% vs 15% vs 15% | |
| 75% vs 10% vs 15% | |
| 80% vs 5% vs 15% |
| Algorithm | Levenberg–Marquardt scaled conjugate gradient Bayesian regularization |
|---|---|
| Delay | 1 |
| 2 | |
| 5 | |
| 10 | |
| 20 | |
| 30 | |
| Hidden neuron | 5 |
| 10 | |
| 15 | |
| 25 | |
| 35 | |
| 50 | |
| Training vs validation vs testing | 60% vs 25% vs 15% |
| 65% vs 20% vs 15% | |
| 70% vs 15% vs 15% | |
| 75% vs 10% vs 15% | |
| 80% vs 5% vs 15% |
Source(s): Elaborated by the authors