Table 21 Performance comparison of hybrid model
One day ahead | Three days ahead | Five days ahead | ||||
|---|---|---|---|---|---|---|
Profit_accuracy (%) | # of transactions (%) | Profit_accuracy (%) | # of transactions (%) | Profit_accuracy (%) | # of transactions (%) | |
Main data set | 73.09 | 37.86 | 68.31 | 42.57 | 79.42 | 40.68 |
Extended data set | 64.24 | 50.88 | 63.91 | 37.43 | 68.58 | 43.05 |