Table 1. Performance of six ML classifiers on AAPL stock’s Goal I.
Model | Accuracy | F1−score | Precision | Recall | ||||
---|---|---|---|---|---|---|---|---|
TD1 | TD2 | TD1 | TD2 | TD1 | TD2 | TD1 | TD2 | |
KNN | 0.532 | 0.569 | 0.528 | 0.569 | 0.529 | 0.569 | 0.532 | 0.569 |
LR | 0.600 | 0.502 | 0.551 | 0.351 | 0.635 | 0.270 | 0.600 | 0.502 |
NB | 0.604 | 0.545 | 0.577 | 0.543 | 0.616 | 0.544 | 0.604 | 0.545 |
RF | 0.552 | 0.584 | 0.551 | 0.584 | 0.551 | 0.584 | 0.552 | 0.584 |
SVM | 0.484 | 0.471 | 0.373 | 0.304 | 0.547 | 0.224 | 0.484 | 0.471 |
Tree | 0.496 | 0.541 | 0.488 | 0.538 | 0.489 | 0.539 | 0.496 | 0.541 |
Bold values represent the best performances.