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Table 9 Proposed model performance comparison—with and without PCA

From: Short-term stock market price trend prediction using a comprehensive deep learning system

Metrics name LSTM trained on 29 features LSTM trained on 5 principal components
Loss 0.0702 0.0848
F1 score 0.9323 0.9194
Binary accuracy 0.9325 0.9193
MSE 0.0669 0.0772
MAE 0.0702 0.0848
TPR 0.96 0.92
TNR 0.90 0.91
FPR 0.04 0.08
FNR 0.10 0.09