Research Article
An Intelligent Fusion Model with Portfolio Selection and Machine Learning for Stock Market Prediction
Table 10
Forecast performances of the online learning ensemble model, France indices.
| | | Accuracy | AUC score | Hamming loss | Precision | Recall | f1 score | | Train | Test | 0 | 1 | 0 | 1 | 0 | 1 |
| | CVS.F | 99.72 | 99.49 | 99.50 | 0.00508 | 99.00 | 1.00 | 1.00 | 99.00 | 99.00 | 1.00 | | EWL.F | 99.87 | 99.61 | 99.60 | 0.00386 | 99.00 | 1.00 | 1.00 | 99.00 | 1.00 | 1.00 | | MTO.F | 99.94 | 99.91 | 99.91 | 0.00086 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | | TN8.F | 99.81 | 99.84 | 99.84 | 0.00151 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
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