Accuray: 75.40F1-score: 75.12Recall: 75.23Precision: 75.42
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Stock Trend Prediction
논문
Accuray: 66.89F1-score: 66.92Recall: 66.95Precision: 66.92
Accuray: 66.36F1-score: 66.16Recall: 66.69Precision: 66.40
Accuray: 67.37F1-score: 67.27Recall: 67.73Precision: 67.28
Accuray: 62.49F1-score: 62.54Recall: 62.51Precision: 62.59
Sharpe Ratio: 1.84±0.24Annual Return: 0.5±0.14Max Dropdown: -0.09±0.01Annual Volatility: 0.22±0.04
F1: 0.575
Accuray: 59.11F1-score: 58.99Recall: 59.20Precision: 59.07
F1: 0.605
Forecasting directional movements of stock prices for intraday trading using LSTM and random forests
Average daily returns: 0.635%
F1: 0.72
Accuray: 57.35F1-score: 56.61Recall: 57.20Precision: 58.41
F1 (H50): 0.8088Accuracy (H50): 0.8202
Accuray: 61.14F1-score: 61.19Recall: 61.09Precision: 61.60
Accuray: 60.66F1-score: 60.66Recall: 60.59Precision: 61.85