From: Predicting the daily return direction of the stock market using hybrid machine learning algorithms
PCs | Training | Validation | Testing | Overall |
---|---|---|---|---|
1 | 54.8 | 53.6 | 56.8 | 54.9 |
3 | 55.2 | 53.3 | 57.3 | 55.2 |
6 | 54.9 | 53.6 | 57.3 | 55 |
10 | 56.4 | 54.6 | 57.3 | 56.3 |
15 | 56.3 | 53.3 | 57.6 | 56 |
22 | 55.2 | 54.6 | 58.1 | 55.5 |
26 | 55.1 | 53.1 | 58.1 | 55.2 |
31 | 57.5 | 57.3 | 58.1 | 57.5 |
34 | 56.2 | 56 | 57.3 | 56.4 |
37 | 55 | 54.4 | 57 | 55.2 |
40 | 56.2 | 56.2 | 56.2 | 56.2 |
60 | 57.5 | 54.1 | 58.1 | 57.1 |