From: Short-term stock market price trend prediction using a comprehensive deep learning system
Model | F1 score | Binary accuracy | TPR (recall) | TNR (specificity) | FPR (fall-out) | FNR (miss rate) |
---|---|---|---|---|---|---|
LR | 0.90 | 0.90 | 0.92 | 0.88 | 0.08 | 0.12 |
SVM | 0.90 | 0.90 | 0.92 | 0.88 | 0.08 | 0.12 |
NB | 0.89 | 0.89 | 0.90 | 0.87 | 0.10 | 0.13 |
MLP (Single hidden layer) | 0.90 | 0.90 | 0.92 | 0.88 | 0.08 | 0.12 |
MLP (3 hidden layers) | 0.90 | 0.90 | 0.92 | 0.87 | 0.08 | 0.13 |
MLP (5 hidden layers) | 0.90 | 0.90 | 0.92 | 0.88 | 0.08 | 0.12 |
RAF | 0.88 | 0.88 | 0.94 | 0.81 | 0.06 | 0.19 |
Proposed model | 0.93 | 0.93 | 0.96 | 0.90 | 0.04 | 0.10 |