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Table 8 Comparison of proposed solution with related works

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 ModelFE + RFE + PCA + LSTM

0.93

0.96

0.96