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

Table 7

The number of times about the maximum DPA.

ARIMA-GARCH	0	0	0	0	0	0	0	6	5
ANN	0	0	0	0	0	0	2	0	3
SVM	0	0	0	0	0	0	3	1	1
GAN-F	0	0	0	0	0	0	0	0	0
GAN-D	0	1	6	5	1	7	2	6	2
LSTM-FD	1	3	4	11	4	0	18	15	12
GAN-FD	41	38	32	26	37	35	17	14	19