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. 2024 Mar 15;107(1):00368504241236557. doi: 10.1177/00368504241236557

Table 4.

Summary of the existing hybrid-based stock price forecasting approaches.

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