Stock Market Prediction on High-Frequency Data Using Generative Adversarial Nets

Table 5

Summary of DPA with different (M, N). These figures are the average values over the 42 stocks.

ARIMA-GARCH	0.5464	0.5479	0.5264	0.5280	0.5315	0.5245	0.5007	0.5214	0.5296
ANN	0.5456	0.5978	0.5738	0.5473	0.5629	0.5575	0.5205	0.5280	0.5394
SVM	0.5715	0.5490	0.5839	0.5377	0.5514	0.5576	0.5147	0.5144	0.5318
GAN-F	0.5347	0.5507	0.5281	0.4930	0.5115	0.5265	0.4880	0.5008	0.5116
GAN-D	0.6220	0.6399	0.6409	0.6117	0.6245	0.6437	0.5217	0.5517	0.5498
LSTM-FD	0.6340	0.6506	0.6509	0.6124	0.6236	0.6256	0.5546	0.5635	0.5719
GAN-FD	0.6761	0.6956	0.6793	0.6233	0.6651	0.6687	0.5535	0.5583	0.5753