Stocks | LSTM (basic) | LSTM (with attention) | SVM | LightGBM | ||||
---|---|---|---|---|---|---|---|---|
Acc | F-Mea | Acc | F-Mea | Acc | F-Mea | Acc | F-Mea | |
ALBRK | 0.737 | 0.656 | 0.741 | 0.653 | 0.741 | 0.623 | 0.735 | 0.617 |
AKBNK | 0.626 | 0.558 | 0.667 | 0.567 | 0.643 | 0.541 | 0.635 | 0.537 |
HALKB | 0.579 | 0.563 | 0.660 | 0.562 | 0.619 | 0.555 | 0.613 | 0.555 |
ISCTR | 0.678 | 0.554 | 0.657 | 0.575 | 0.660 | 0.567 | 0.651 | 0.557 |
SKBNK | 0.749 | 0.633 | 0.750 | 0.624 | 0.743 | 0.580 | 0.746 | 0.581 |
TSKB | 0.664 | 0.576 | 0.705 | 0.580 | 0.680 | 0.538 | 0.677 | 0.537 |
VAKBN | 0.569 | 0.549 | 0.603 | 0.555 | 0.589 | 0.545 | 0.580 | 0.536 |
YKBNK | 0.577 | 0.554 | 0.628 | 0.564 | 0.623 | 0.575 | 0.618 | 0.573 |
Average | 0.647 | 0.580 | 0.676 | 0.585 | 0.662 | 0.566 | 0.657 | 0.562 |