Predicting the Direction Movement of Financial Time Series Using Artificial Neural Network and Support Vector Machine

Table 12

Prediction performance of ANN and SVM models.

Index	Single-layer ANN		SVM
	Accuracy	F-score	Accuracy	F-score	Kernel
KSE-100	0.9011	0.8898	0.8519	0.8395	Linear
KOSPI	0.8576	0.8314	0.8180	0.7932	RBF
Nikkei 225	0.8465	0.8277	0.8022	0.7912	Linear
SZSE composite	0.9513	0.9345	0.8998	0.8790	Linear