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Financial Innovation

Table 16 Extended data set statistics (training and test sets)

From: Forecasting directional movement of Forex data using LSTM with technical and macroeconomic indicators

 

Threshold

# of no_action

# of decrease

# of increase

One Day Ahead

0.0022

497 (438–59)

515 (464–51)

507 (465–42)

Three Days Ahead

0.0040

507 (451–56)

527 (476–51)

483 (438–45)

Five Days Ahead

0.0054

503 (448–55)

532 (483–49)

480 (432–48)

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