Table 15 Hybrid model: five-days-ahead predictions
Iterations | Hybrid model-modification based on ME_LSTM | Hybrid model-modification based on TI_LSTM | |||
|---|---|---|---|---|---|
ME_LSTM | TI_LSTM | Profit_accuracy (%) | # of transactions | Profit_accuracy (%) | # of transactions |
50 | 50 | 77.14 | 105/242 | 77.14 | 105/242 |
50 | 100 | 82.98 | 94/242 | 76.60 | 94/242 |
50 | 150 | 78.49 | 93/242 | 80.65 | 93/242 |
50 | 200 | 88.57 | 36/242 | 87.88 | 36/242 |
100 | 50 | 79.46 | 112/242 | 82.14 | 112/242 |
100 | 100 | 80.81 | 99/242 | 79.80 | 99/242 |
100 | 150 | 77.66 | 94/242 | 81.91 | 94/242 |
100 | 200 | 100.00 | 9/242 | 100.00 | 9/242 |
150 | 50 | 78.30 | 106/242 | 77.36 | 106/242 |
150 | 100 | 82.98 | 94/242 | 75.53 | 94/242 |
150 | 150 | 79.78 | 89/242 | 80.90 | 89/242 |
150 | 200 | Nan | 0/242 | Nan | 0/242 |
200 | 50 | 92.68 | 43/242 | 92.68 | 43/242 |
200 | 100 | 86.36 | 44/242 | 86.05 | 44/242 |
200 | 150 | 90.00 | 40/242 | 87.88 | 40/242 |
200 | 200 | 86.00 | 51/242 | 85.11 | 51/242 |
Average | 84.08 | 69.31/242 | 83.44 | 69.31/242 | |