Table 2 Explored ANN and ANN–X model... | Emerald Publishing

Table 2

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