Stocks | LSTM (basic) | LSTM (with attention) | SVM | LightGBM | ||||
---|---|---|---|---|---|---|---|---|
Own | VAE | Own | VAE | Own | VAE | Own | VAE | |
ALBRK | 0.729 | 0.691 | 0.773 | 0.756 | 0.863 | 0.823 | 0.783 | 0.761 |
AKBNK | 0.626 | 0.589 | 0.685 | 0.686 | 0.820 | 0.784 | 0.720 | 0.691 |
HALKB | 0.653 | 0.637 | 0.665 | 0.652 | 0.841 | 0.780 | 0.721 | 0.696 |
ISCTR | 0.619 | 0.638 | 0.696 | 0.679 | 0.825 | 0.773 | 0.726 | 0.708 |
SKBNK | 0.723 | 0.723 | 0.780 | 0.742 | 0.862 | 0.804 | 0.771 | 0.741 |
TSKB | 0.640 | 0.681 | 0.721 | 0.723 | 0.835 | 0.799 | 0.767 | 0.733 |
VAKBN | 0.637 | 0.618 | 0.682 | 0.659 | 0.839 | 0.795 | 0.717 | 0.685 |
YKBNK | 0.669 | 0.623 | 0.677 | 0.662 | 0.839 | 0.781 | 0.709 | 0.671 |
Average | 0.662 | 0.651 | 0,709 | 0.694 | 0.840 | 0.792 | 0.739 | 0.710 |