Research Article
An Intelligent Fusion Model with Portfolio Selection and Machine Learning for Stock Market Prediction
Table 12
Forecast performances of the online learning ensemble model, German indices.
| | | Accuracy | AUC score | Hamming loss | Precision | Recall | f1 score | | Train | Test | 0 | 1 | 0 | 1 | 0 | 1 |
| | AFX.DE | 99.1627 | 99.1631 | 99.15 | 0.00836 | 99.00 | 1.00 | 1.00 | 99.00 | 99.00 | 99.00 | | MRK.DE | 99.4553 | 99.4771 | 99.47 | 0.00522 | 99.00 | 1.00 | 1.00 | 99.00 | 99.00 | 99.00 |
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