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Table 7 Model performance comparison—metric scores

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