Stocks | LSTM (with attention) versus LSTM basic | LSTM (with attention) versus light GBM | LSTM (with attention) versus SVM | |||
---|---|---|---|---|---|---|
Score | p value | Score | p value | Score | p value | |
ALBRK | 62 | 1 | 80 | 0.698 | 72 | 0.683 |
AKBNK | 92 | 4.77E−06 | 102 | 0 | 174 | 0 |
HALKB | 175 | 4.03E−09 | 164 | 0.066 | 104 | 0.286 |
ISCTR | 18 | 0.064 | 66 | 0.004 | 106 | 0 |
SKBNK | 41 | 0.594 | 71 | 0.742 | 77 | 0.001 |
TSKB | 108 | 0.002 | 119 | 0.702 | 129 | 0.365 |
VAKBN | 131 | 1.16E−06 | 159 | 0 | 190 | 0 |
YKBNK | 150 | 2.80E−10 | 184 | 0.001 | 71 | 0.204 |