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Table 3 A summary of study hyperparameters

From: A novel multi-source information-fusion predictive framework based on deep neural networks for accuracy enhancement in stock market prediction

Parameters

CNN

LSTM

Input layer

1

 

Input feature dimension

1–70

62

Dense Layers

2

2

Output Layer

1

1

Dropout rate

 

0.2

Epoch

100

10

Activation

ReLU/ sigmoid

Tanh/ sigmoid functions

Weight

Normal [1, 1]

Normal [0,1]

Optimiser

Adam

Adam

Learning rate

0.002

1e-3—1e-4

Objective function

Cross-entropy

Cross-entropy