Table 6. Performance of six ML classifiers on AMZN stock Goal II.
Model | Accuracy | F1−score | Precision | Recall | ||||
---|---|---|---|---|---|---|---|---|
TD1 | TD2 | TD1 | TD2 | TD1 | TD2 | TD1 | TD2 | |
KNN | 0.532 | 0.551 | 0.524 | 0.542 | 0.520 | 0.537 | 0.532 | 0.551 |
LR | 0.616 | 0.621 | 0.470 | 0.476 | 0.379 | 0.386 | 0.616 | 0.621 |
NB | 0.616 | 0.621 | 0.470 | 0.476 | 0.379 | 0.386 | 0.616 | 0.621 |
RF | 0.488 | 0.520 | 0.486 | 0.518 | 0.484 | 0.517 | 0.488 | 0.520 |
SVM | 0.604 | 0.547 | 0.471 | 0.533 | 0.454 | 0.526 | 0.604 | 0.547 |
Tree | 0.488 | 0.594 | 0.483 | 0.582 | 0.480 | 0.578 | 0.488 | 0.594 |
Bold values represent the best performances.