Table 7.
Average execution times of the considered models (10 runs on a single stock). We ran our experiments on a Microsoft Windows 10 (Version 21H1), with 11th Gen Intel(R) Core (TM) i7-1165G7 processor (2.80 GHz, 16.0 GB of RAM).
| Model | Time (in seconds) | Standard deviation |
|---|---|---|
| Single-step forecasts average execution time | ||
| ARIMAX-SVR | 2.30 | 0.34 |
| RF Regressor | 7.49 | 1.06 |
| LSTM | 71.72 | 1.37 |
| Benchmark GAN | 162.63 | 5.21 |
| Our GAN | 2,394.60 | 17.16 |
| Multi-step forecasts average execution time | ||
| ARIMAX-SVR | 2.38 | 0.05 |
| RF Regressor | 19.73 | 2.10 |
| LSTM | 113.71 | 2.11 |
| Benchmark GAN | 1,097.67 | 30.98 |
| Our GAN | 3,011.47 | 70.64 |