Research Article
An Evolutionary Method for Financial Forecasting in Microscopic High-Speed Trading Environment
Table 6
Averaged precisions and standard deviations for Figures
4(a)ā
13(b).
| ā | Mean | Standard deviation | S1 | S2a | S2b | S3 | S4 | S1 | S2a | S2b | S3 | S4 |
| Figure 4(a) | 0.2343 | 0.3737 | 0.2589 | 0.1207 | 0.6039 | 0.0055 | 0.0542 | 0.0606 | 0.0054 | 0.135 | Figure 4(b) | 0.2464 | 0.1611 | 0.2339 | 0.1267 | 0.5317 | 0.0061 | 0.026 | 0.0604 | 0.0041 | 0.0753 | Figure 5(a) | 0.2825 | 0.4191 | 0.2363 | 0.1375 | 0.6177 | 0.0063 | 0.0147 | 0.0137 | 0.027 | 0.1674 | Figure 5(b) | 0.2464 | 0.1611 | 0.1929 | 0.1267 | 0.5317 | 0.0061 | 0.026 | 0.0908 | 0.0041 | 0.0753 | Figure 6(a) | 0.1973 | 0.3394 | 0.2284 | 0.1042 | 0.5633 | 0.0121 | 0.085 | 0.0165 | 0.0123 | 0.0435 | Figure 6(b) | 0.2301 | 0.4189 | 0.2281 | 0.1196 | 0.4609 | 0.0108 | 0.0425 | 0.0203 | 0.0041 | 0.055 | Figure 7(a) | 0.2672 | 0.2747 | 0.214 | 0.1114 | 0.365 | 0.0346 | 0.0711 | 0.0375 | 0.0057 | 0.0605 | Figure 7(b) | 0.2366 | 0.4052 | 0.2589 | 0.1159 | 0.5988 | 0.0138 | 0.0526 | 0.0924 | 0.0116 | 0.1536 | Figure 8(a) | 0.2387 | 0.3822 | 0.2387 | 0.1124 | 0.451 | 0.0248 | 0.0663 | 0.0339 | 0.0055 | 0.0719 | Figure 8(b) | 0.2872 | 0.3717 | 0.2891 | 0.1461 | 0.526 | 0.0127 | 0.0665 | 0.0237 | 0.0069 | 0.348 | Figure 9(a) | 0.258 | 0.2714 | 0.1451 | 0.1768 | 0.4352 | 0.0226 | 0.0979 | 0.0181 | 0.0744 | 0.0464 | Figure 9(b) | 0.1764 | 0.3476 | 0.2737 | 0.0791 | 0.5032 | 0.0155 | 0.0803 | 0.0109 | 0.0081 | 0.0391 | Figure 10(a) | 0.25 | 0.26 | 0.2585 | 0.1236 | 0.4507 | 0.0123 | 0.0868 | 0.0108 | 0.0043 | 0.1299 | Figure 10(b) | 0.2966 | 0.1762 | 0.3215 | 0.1233 | 0.437 | 0.0304 | 0.0517 | 0.1119 | 0.006 | 0.1537 | Figure 11(a) | 0.1741 | 0.114 | 0.126 | 0.1054 | 0.4238 | 0.0225 | 0.0459 | 0.1092 | 0.0959 | 0.091 | Figure 11(b) | 0 | 0.3617 | 0.1808 | 0.1115 | 0.4782 | 0 | 0.0813 | 0.0899 | 0.0098 | 0.0475 | Figure 12(a) | 0.3336 | 0.1773 | 0.2049 | 0.0888 | 0.4533 | 0.105 | 0.07 | 0.0306 | 0.0182 | 0.0646 | Figure 12(b) | 0.1985 | 0.3915 | 0.2108 | 0.1036 | 0.5726 | 0.0371 | 0.0782 | 0.0274 | 0.0096 | 0.0921 | Figure 13(a) | 0.3109 | 0.1127 | 0.1624 | 0.1042 | 0.4986 | 0.0752 | 0.0105 | 0.0216 | 0.003 | 0.0732 | Figure 13(b) | 0.2537 | 0.1399 | 0.2472 | 0.1261 | 0.5351 | 0.0255 | 0.0226 | 0.026 | 0.0071 | 0.0885 |
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