Table 5 Mean accuracy, precision and recall values of LSTM classification and a RC classifier per year
From: Forecasting relative returns for S&P 500 stocks using machine learning
Year 2019 | Year 2020 | Year 2021 | 2019–2021 | |||||
|---|---|---|---|---|---|---|---|---|
LSTM | RC | LSTM | RC | LSTM | RC | LSTM | RC | |
Accuracy | 0.51 | 0.51 | 0.53 | 0.51 | 0.52 | 0.50 | 0.52 | 0.50 |
Precision | 0.43 | 0.43 | 0.58 | 0.57 | 0.50 | 0.48 | 0.503 | 0.49 |
Recall | 0.52 | 0.43 | 0.58 | 0.57 | 0.58 | 0.48 | 0.56 | 0.49 |