Table 1.
Comparison of our proposed framework with extant literature.
| Authors | Dataset | Data time frame | Approaches | Evaluation metrics | Trends/Price prediction | No of trends | Integration with XAI |
|---|---|---|---|---|---|---|---|
| [8] | Group Inc. | 1999-2014 | LR, LASSO | RMSE | Price | 0 | No |
| [11] | Brazilian, American and Chinese stocks | 2002-2017 | SVM | RMSE | Price | 0 | No |
| [7] | Shenzhen Development stock | 2007 | LR | Accuracy | Trends | 2 | No |
| [27] | New York, London, NASDAQ and Karachi | 1998-2018 | Regression-based | MAE, RMSE | Price | 0 | No |
| [12] | S&P 500 | 2003-2013 | PCA, ANN | Accuracy | Price | 0 | No |
| [14] | NASDAQ | Not-mentioned | SVM | Accuracy | Trends | 2 | |
| [15] | Taiwan | 2008-2012 | SVM | Accuracy | Trends | 2 | No |
| [28] | NASDAQ | Not-mentioned | SVM | Accuracy | Trends | 2 | No |
| [29] | China | 2008-2015 | MLP, RNN, LSTM, NB, and DT | Accuracy | Trends | 2 | No |
| [30] | Microsoft Corp. and Goldman Sachs Group Inc. stock | 2010-2012 | Bayesian-ANN | MAPE | Price | 0 | No |
| [31] | BSE SENSEX | 2012-2018 | ANN, SVM | MAE, MAPE | Trends | 2 | No |
| [32] | Apple, Google, and Microsoft | 2015-2016 | Recurrent-CNN | Accuracy | Trends | 2 | No |
| [33] | Istanbul, NASDAQ | 2007-2014 | SVM, ANN | Accuracy | Trends | 2 | No |
| [34] | S&P 500 | 2020 | Gradient boosting | Avg-precision | Price | 0 | Yes (LIME) |
| [35] | SP500, NI225, XU100, KOSPI | 10 years | ANN | Accuracy | Price | 0 | Yes (LIME) |
| Our proposed | S&P 500, DAX30, FTSE100, Nikkie225 | 1990-2022 | DNN | Accuracy, Precision, Recall, and F1 score | Trends | 5 | Yes (LIME, SHAP) |