Table 4.
Reference No. | Method | Comparisons | Dataset | Targets | Input features | Metrics | Results |
---|---|---|---|---|---|---|---|
Hybrid traditional approaches | |||||||
65 | SVM-KNN | CEFLANN, FLIT2FNS | Bombay Stock Exchange (BSE Sensex) and CNX Nifty | Trends, volatility, and momentum of stock indices | Open, low, high, closing, and technical indicators | MAPE, MSFE, RMSFE | SVM-KNN has better performance than CEFLANN and FLIT2FNS |
66 | SVR-TLBO | OFS-SVR-TLBO, KPCA-SVR-TLBO | Tata Steel from Bombay Stock Exchange | Closing price | 07 features | MAE, RMSE, MAPE |
KPCA-SVR-TLBO performed better than OFS-SVR-TLBO |
Hyrid deep learning with traditional approaches | |||||||
71 | TI-CNN | CNN-TA, 1D CNN, CNN-LSTM | NASDAQ, NYSE |
Stock movement, Buying and selling points |
10 technical indicators | Accuracy, f1-score | TI-CNN achieves high prediction accuracy |
72 | CNN + optimizing algorithm | CNN, RS-CNN, FF-CNN, PSO-CNN | Tata Motors from Yahoo Finance | Closing price | date, open, low, close, high, volume, and adjacent close | MSE, MAE, RMSE, MAPE | FF-CNN outperformced the others |
Hybrid deep learning approaches | |||||||
76 | CNN-LSTM | MLP, CNN, RNN, LSTM, CNN-RNN | Shanghai Composite Index | Next day closing price | Open, high, low, closing price, volume, turnover, ups and downs, and change of the stock data | MAE, RMSE, R2 | CNN-LSTM obtained the best performance MAE(27.564), RMSE(39.688), R2(0.9646) |
77 | SACLSTM | SVM, CNN-cor, CNNpred, ANN | 10 stocks from American market and Taiwan | Direction of the stock market (rise and fall) | Historical data, futures, and options | Accuracy | SACLSTM performs relatively well compared to the others |
78 | BiSLSTM | MLP, RNN, LSTM, BiLSTM, CNN-LSTM, CNN-BiLSTM | Shenzhen Component Index | Closing price | Open, high, low, closing, volume, turnover, ups and downs, and change | MAE, RMSE, R2 | CNN-BiSLSTM has optimal values for MAE (113.47137), RMSE (162.53164), R2 (0.98634) |
81 | CNN-BiLSTM-AM | MLP, CNN, RNN, LSTM, BiLSTM, CNN-LSTM, CNN- BiLSTM, BiLSTM-AM | Shanghai Composite Index | Next day stock closing price | Open, high, low, closing, volume, turnover, ups and downs, and change | MAE, RMSE, R2 | CNN-BiLSTM-AM yielded the best results MAE(21.952), RMSE(31.694), R2(0.9804) |
82 | CNN-BiLSTM-ECA | CNN, LSTM, BiLSTM, CNN-LSTM, CNN-BiLSTM, BiLSTM-ECA, CNN-LSTM-ECA, CNN-BiLSTM-ECA | Shanghai Composite Index, China Unicom, CSI 300 | Next day closing price | Closing, high, low, open, previous day's closing price, change, ups and downs, and other time series data | MSE, RMSE, MAE | CNN-BiLSTM-ECA obtained the best performance |
85 | BiLSTM-MTRAN-CNN | BiLSTM-SA-TCN, CNN-BiLSTM, CNN-BiLSTM-AM, BiLSTM | A-share Index, Shanghai Composite Index, Shenzhen Component Index, CSI 300 and Growth Enterprise Board Index | Next day closing price | Trading data and technical indexes data | MAE, MSE, RMSE, R2 |
BiLSTM-MTRAN-TCN outperforms the other methods |
86 | FDG-Trans | DeepLOB, DeepAtt, MHF | Limit order book (LOB), CSI-300 | Price movements. | LOB information | R2, MSE, MAE | The FDG-Trans has less error compared to the other models |
87 | WGAN-S | H-LSTM, GAN, GAN-S, LSGAN, LSGAN-S, WGAN | Taiwan Stock Exchange Capitalization Weighted Stock Index | Three trading actions: buying, selling, and holding | Opening, closing, highest, lowest, trading volume, and technical indices |
Cumulative return on investment, the Sharpe ratio, and winning percentage. | GAN outperform LSTM |
88 | DCGAN | ARIMAX-SVR, RF regressor, LSTM, GAN | FTSE MIB Index | Closing price | Technical indicators | RMSE, MAE, MAPE | DCGAN obtained the best performance |
89 | Improve GCNN | MOM, MR, LSTM, DARNN, SFM, GCN, TGC, HATS, STHGCN | A-share market stock prices in China | Trend of stock price | Open, high, low, close, and trading volume |
Accuracy, recall, precision, f1-score, AUC | Proposed model achieves the best accuracy, |
90 | CT-GCNN | GNN, LSTM, RNN, CNN, BP | A-share market stock prices in China | Stock price movement | Open, close, exchange rate, high, low, trading volume |
MSE, MAPE | CT-GCNN model demonstrated stability and superiority |
CT-GCNN: conceptual-temporal graph convolutional neural network; BiLSTM: bidirectional long short-term memory; KNN: k-nearest neighbor; SVM: support vector machine; SVR: support vector regression; RF: random forest; RNN: recurrent neural network; KPCA: Kernel principal component analysis; OFS: orthogonal forward selection; teaching-learning-based optimization; FF: firefly algorithm; PSO: particle swarm optimization; RS: random search; ECA: efficient channel attention; DCGAN: deep convolutional generative adversarial network; GAN: generative adversarial network; MAPE: mean absolute percent error; MSE: mean squared error; RMSE: root mean square error; MAE: mean absolute error; AUC: area under the receiver operating characteristic curve