Table 8 Evaluation metrics and corresponding primary studies
From: Forex market forecasting using machine learning: Systematic Literature Review and meta-analysis
Evaluation Metrics | Studies |
|---|---|
MAE | [P1], [P6], [P8], [P10], [P12], [P14], [P15], [P19], [P21], [P29], [P34], [P37], [P42], [P43], [P52], [P54], [P56], [P58] |
MAPE | [P2], [P3], [P5], [P14], [P21], [P22], [P27], [P29], [P30], [P32], [P34], [P37], [P38], [P43], [P49], [P54] |
RMSE | [P3], [P8], [P12], [P15], [P19], [P21], [P28], [P32], [P33], [P34], [P40], [P41], [P42], [P43], [P45], [P51], [P53], [P54], [P56], [P58] |
MSE | [P5], [P6], [P7], [P8], [P14], [P17], [P19], [P21], [P27], [P29], [P32], [P38], [P42], [P43], [P48], [P49] |
R-SQUARE | [P8], [P17] |
AUC | [P20] |
ACCURACY, PRECISION, RECALL, F1 | [P23], [P24], [P25], [P47], [P57], [P60] |
MAD | [P27] |
PF | [P28] |
Theil’s U, ARV | [P29] |
BCVAR-MS, MSFE, MAFE | [P31] |
D-stat | [P33] |
SEM | [P34] |
Back Testing Base on sliding Window | [36] |
ME, MPE, MASEP, AIC, BIC | [P37] |
MdAE, SMAPE, RMSPE, RMdSPE, MdAE | [P43] |
Confusion Metrix | [P44] |