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Table 2 Shows the descriptions for data extraction features

From: Forex market forecasting using machine learning: Systematic Literature Review and meta-analysis

 

Attribute description

Machine learning algorithm used

What type(s) of machine learning algorithms were employed in the research?

Dataset

Currency pair

What kind of data was utilized to train the model? EURUSD, for example

What is the duration of the dataset?

What period is under consideration? Eg. 1d,1H,4H,1 W,1 M etc

Period

Validation techniques

What technique has been used to validate the model? E.g., k-fold cross-validation, the percentage split, etc

Evaluation metrics

What evaluation measures, such as Root Mean Square (RMS), Precision, Recall, F Measure, and AUC-ROC, were utilized to assess the model's accuracy?

Evaluation Metric Formulae

What is the formula for the evaluation metrics?

Baseline Model

What baseline model was used in the article?