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Table 6 Simulation results with ANN/DNN classifiers using entire untransformed data

From: Predicting the daily return direction of the stock market using hybrid machine learning algorithms

# of hidden layers Mean of daily return Std. of daily return Sharpe ratio
10 7.8493E-04 0.0077 0.1015
12 7.4376E-04 0.0071 0.1051
14 8.3735E-04 0.0077 0.1090
16 8.2346E-04 0.0078 0.1056
18 1.0000E-03 0.0073 0.1411
20 7.8827E-04 0.0077 0.1030
22 8.4592E-04 0.0077 0.1103
24 8.6660E-04 0.0073 0.1187
26 8.8574E-04 0.0074 0.1196
28 8.3240E-04 0.0075 0.1112
30 8.4049E-04 0.0079 0.1071
35 8.6501E-04 0.0077 0.1119
40 7.9263E-04 0.0079 0.1006
45 8.2000E-04 0.0073 0.1125
50 7.7529E-04 0.0077 0.1004
100 8.4306E-04 0.0076 0.1110
500 7.9310E-04 0.0079 0.1007
1000 7.9541E-04 0.0078 0.1019