From: Short-term stock market price trend prediction using a comprehensive deep learning system
Related work | Dataset | Model | Accuracy | Precision | Recall |
---|---|---|---|---|---|
Khaidem and Dey [18] | Stock price data of AAPL, GE and Samsung Electronics Co. Ltd. | Random forest | 0.83 | 0.82 | 0.81 |
Ayo [2] | Close price of stock data from New York Stock Exchange (NYSE) | ARIMA | 0.90 | 0.91 | 0.92 |
Zubair et al. [47] | KSE 100 Index Lucky Cement Stock Engro Fertilizer Limited | Multiple regression | 0.94 | 0.95 | 0.93 |
(Proposed solution) | Price data of 3558 stock ID from 2017 to 2018 collected from Chinese stock market | Proposed Model—FE + RFE + PCA + LSTM | 0.93 | 0.96 | 0.96 |