Directional Accuracy Prediction on S&P 500 (1992-2015)
57.8AccuracyDNN Ensemble
Evaluation results
| Method | Links | |
|---|---|---|
| DNN EnsembleStudy=Krauss et al. ’17, Period=1992-20152025.12 | 57.8 | |
| Single LSTMStudy=Fischer & Krauss ’18, Period=1992-20152025.12 | 56 |
| Method | Links | |
|---|---|---|
| DNN EnsembleStudy=Krauss et al. ’17, Period=1992-20152025.12 | 57.8 | |
| Single LSTMStudy=Fischer & Krauss ’18, Period=1992-20152025.12 | 56 |