Research Article
An Evolutionary Method for Financial Forecasting in Microscopic High-Speed Trading Environment
Table 5
Averaged precision in training and testing in each TV.
| | TV | Averaged training precision | Averaged testing precision | | S1 | S2a | S2b | S3 | S4 | S1 | S2a | S2b | S3 | S4 |
| | 1 | 0% | 35.47% | 26.05% | 93.73% | 97.25% | 23.99% | 31.23% | 20.39% | 12.37% | 55.76% | | 2 | 25.94% | 33.09% | 26.30% | 34.51% | 100.00% | 23.74% | 33.08% | 20.76% | 12.12% | 53.58% | | 3 | 29.66% | 30.49% | 26.17% | 86.67% | 98.43% | 23.61% | 29.27% | 21.41% | 12.28% | 52.43% | | 4 | 28.58% | 32.59% | 24.80% | 65.10% | 99.61% | 23.40% | 28.10% | 22.65% | 12.12% | 52.02% | | 5 | 28.61% | 30.27% | 23.38% | 57.65% | 100.00% | 23.38% | 29.52% | 24.66% | 11.95% | 69.46% | | 6 | 27.73% | 28.99% | 19.79% | 79.22% | 100.00% | 23.38% | 30.57% | 26.25% | 11.99% | 66.10% | | 7 | 26.84% | 31.02% | 19.85% | 55.29% | 100.00% | 23.30% | 31.47% | 24.54% | 11.81% | 70.57% | | 8 | 26.56% | 32.27% | 20.32% | 70.59% | 99.22% | 23.44% | 32.81% | 24.95% | 11.92% | 53.59% | | 9 | 25.69% | 31.66% | 19.67% | 75.29% | 100.00% | 23.58% | 33.81% | 25.90% | 12.26% | 71.02% | | 10 | 25.07% | 30.84% | 18.93% | 68.63% | 98.82% | 23.72% | 34.93% | 28.19% | 12.23% | 54.71% | | 11 | 24.62% | 31.38% | 19.56% | 74.12% | 98.82% | 23.48% | 34.12% | 26.49% | 12.09% | 53.91% | | 12 | 24.95% | 31.71% | 19.85% | 83.92% | 100.00% | 23.73% | 34.03% | 27.46% | 12.23% | 52.03% | | 13 | 24.43% | 31.33% | 20.74% | 35.69% | 100.00% | 23.70% | 34.79% | 27.14% | 12.49% | 57.34% | | 14 | 24.41% | 31.94% | 21.14% | 75.69% | 100.00% | 23.42% | 35.49% | 26.06% | 12.21% | 69.45% | | 15 | 24.67% | 31.64% | 21.79% | 86.67% | 98.43% | 23.42% | 36.47% | 25.24% | 12.19% | 65.91% | | 16 | 24.59% | 31.57% | 21.46% | 86.27% | 99.22% | 23.71% | 37.99% | 26.97% | 12.27% | 67.34% | | 17 | 24.26% | 31.81% | 21.68% | 65.10% | 99.61% | 23.85% | 40.03% | 26.82% | 12.21% | 47.89% | | 18 | 24.13% | 31.79% | 21.79% | 98.82% | 100.00% | 23.28% | 41.43% | 28.21% | 12.38% | 52.73% | | 19 | 24.46% | 31.58% | 22.43% | 72.16% | 81.18% | 23.08% | 43.05% | 26.69% | 11.96% | 37.78% | | 20 | 24.50% | 31.34% | 22.94% | 91.37% | 99.61% | 22.20% | 43.84% | 26.77% | 11.61% | 51.45% | | 21 | 24.82% | 30.68% | 23.54% | 58.43% | 99.22% | 22.20% | 44.10% | 24.88% | 11.80% | 66.22% | | 22 | 24.72% | 30.64% | 23.38% | 83.53% | 100.00% | 23.22% | 43.76% | 26.25% | 11.88% | 69.75% | | 23 | 24.27% | 30.60% | 24.90% | 72.16% | 99.22% | 22.72% | 43.86% | 27.06% | 11.44% | 34.03% | | 24 | 24.38% | 30.42% | 24.97% | 60.39% | 99.61% | 22.63% | 43.75% | 26.65% | 11.37% | 70.04% | | 25 | 24.34% | 30.50% | 24.58% | 49.80% | 99.61% | 23.19% | 43.36% | 26.68% | 11.65% | 50.78% | | 26 | 24.17% | 30.61% | 24.82% | 77.25% | 100.00% | 24.00% | 42.31% | 26.72% | 12.35% | 53.71% | | 27 | 24.01% | 30.97% | 24.98% | 74.12% | 99.61% | 25.07% | 41.36% | 26.34% | 13.06% | 63.60% | | 28 | 23.90% | 31.04% | 25.16% | 87.45% | 99.22% | 23.43% | 43.10% | 25.97% | 10.37% | 88.24% | | 29 | 24.05% | 31.51% | 24.93% | 71.37% | 98.43% | 23.70% | 42.09% | 0.00% | 13.48% | 100.00% |
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