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 |