Stock Market Prediction on High-Frequency Data Using Generative Adversarial Nets

Table 6

The number of times about the minimum RMSRE.

ARIMA-GARCH	0	0	0	0	0	0	0	0	0
ANN	0	0	0	0	0	0	0	0	0
SVM	0	0	0	0	0	0	0	0	0
GAN-F	11	2	4	6	6	4	13	18	11
GAN-D	0	0	0	0	0	0	2	0	7
LSTM-FD	0	0	5	6	3	3	16	10	5
GAN-FD	31	40	33	30	33	35	11	14	19