Financial Innovation

Table 20 Summary of all experiments conducted on the main data set

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

	One day ahead		Three days ahead		Five days ahead
	Profit_accuracy (%)	# of transactions (%)	Profit_accuracy (%)	# of transactions (%)	Profit_accuracy (%)	# of transactions (%)
ME_LSTM	50.16	74.90	50.56	90.54	45.08	97.11
TI_LSTM	51.43	72.29	47.49	66.26	45.11	72.29
ME_TI_LSTM	49.89	77.50	43.22	85.60	44.56	63.22
Hybrid LSTM	73.09	37.86	68.31	42.57	79.42	40.68

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