Skip to main content

Table 3 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

0.0023

412 (334–78)

400 (327–73)

402 (310–92)

Three days ahead

0.0040

413 (317–96)

414 (357–57)

385 (295–90)

Five days ahead

0.0055

400 (311–89)

422 (370–52)

388 (287–101)