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

Financial Innovation

Table 7 Hybrid model: one-day-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	70.80	137/243	70.80	137/243
50	100	73.50	117/243	74.36	117/243
50	150	69.60	125/243	77.60	125/243
50	200	81.63	52/243	82.35	52/243
100	50	78.13	32/243	65.63	32/243
100	100	69.23	26/243	65.38	26/243
100	150	70.59	34/243	70.59	34/243
100	200	73.17	46/243	75.00	46/243
150	50	76.56	128/243	78.13	128/243
150	100	72.64	106/243	78.30	106/243
150	150	73.17	123/243	80.49	123/243
150	200	100.00	8/243	100.00	8/243
200	50	80.00	20/243	76.47	20/243
200	100	80.77	28/243	80.77	28/243
200	150	84.00	26/243	82.61	26/243
200	200	83.33	28/243	85.71	28/243
Average		77.32	64.75/243	77.76	64.75/243