Skip to main content
. 2020 Jul 4:1–15. Online ahead of print. doi: 10.1007/s00521-020-05129-6

Table 10.

Forecasting BTC price direction by classification models for nth day using Interval III

Metrics Horizon ANN SVM SANN LSTM
Acc.(%) 7 51 62 53 55
30 52 52 62 52
90 62 54 60 64
F1-score 7 0.65 0.58 0.38 0.65
30 0.68 0.68 0.70 0.68
90 0.56 0.66 0.68 0.71
AUC 7 0.53 0.60 0.51 0.56
30 0.50 0.50 0.61 0.50
90 0.59 0.57 0.62 0.66