Research Article
An Intelligent Fusion Model with Portfolio Selection and Machine Learning for Stock Market Prediction
Table 8
Forecast performances of the online learning ensemble model, American indices.
| | | Accuracy | AUC score | Hamming loss | Precision | Recall | f1 score | | Train | Test | 0 | 1 | 0 | 1 | 0 | 1 |
| | UNH | 99.16 | 99.60 | 99.6041 | 0.00399 | 0.99 | 1.00 | 1.00 | 0.99 | 1.00 | 1.00 | | NVO | 99.68 | 99.73 | 99.7322 | 0.00268 | 0.99 | 1.00 | 1.00 | 0.99 | 1.00 | 1.00 | | DHR | 99.47 | 99.36 | 99.3724 | 0.00635 | 0.99 | 1.00 | 1.00 | 0.99 | 99.00 | 99.00 |
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