Table 19 Hybrid model (on extended dataset): 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 | 79.66 | 59/152 | 71.19 | 59/152 |
50 | 100 | 67.21 | 61/152 | 67.21 | 61/152 |
50 | 150 | 68.85 | 61/152 | 60.66 | 61/152 |
50 | 200 | 75.34 | 84/152 | 72.73 | 84/152 |
100 | 50 | 77.61 | 67/152 | 73.13 | 67/152 |
100 | 100 | 62.86 | 70/152 | 61.43 | 70/152 |
100 | 150 | 67.14 | 70/152 | 62.86 | 70/152 |
100 | 200 | 75.00 | 77/152 | 71.88 | 77/152 |
150 | 50 | 79.69 | 64/152 | 75.00 | 64/152 |
150 | 100 | 69.12 | 68/152 | 67.65 | 68/152 |
150 | 150 | 63.77 | 69/152 | 59.42 | 69/152 |
150 | 200 | 75.68 | 84/152 | 72.73 | 84/152 |
200 | 50 | 71.64 | 71/152 | 72.46 | 71/152 |
200 | 100 | 66.67 | 84/152 | 66.22 | 84/152 |
200 | 150 | 67.61 | 81/152 | 68.06 | 81/152 |
200 | 200 | 72.06 | 75/152 | 69.35 | 75/152 |
Average | 71.24 | 71.56/152 | 68.25 | 71.56/152 | |