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# Table 3 A summary of evaluation rules for DL models in F&B domains

From: Deep learning in finance and banking: A literature review and classification

Revised article | Evaluation | |
---|---|---|

Exchange rate prediction | Shen et al. (2015) | RMSE, MAE, MAPE, CORR, direct accuracy |

Zheng et al. (2017) | Fitting error, MAPE | |

Ravi et al. (2017) | Diebold-Mariano test, MSE, and directional change statistic | |

Galeshchuk and Mukherjee (2017) | Classification accuracy | |

Stock market prediction | Matsubara et al. (2018) | ACC, MCC |

Chen et al. (2018b) | RMSE, MAPE, DPA | |

Chong et al. (2017) | NMSE, RMSE, MAE, Mutual information | |

Yan and Ouyang (2017) | MAPE, MAE | |

Kim and Won (2018) | Realized volatility, loss function (MAE, MSE, HMAE, HMSE), DM, WS test | |

Singh and Srivastava (2017) | Hit rate, the correlation coefficient between the actual value and prediction value, the non-linear regression multiple correlation coefficient, the correlation coefficient between the actual value and prediction return, the percentage of correct direction, the symmetric mean absolute percentage error, MAPE, RMSE, the total return | |

Dingli and Fournier (2017) | Learning rate, accuracy | |

Gunduz et al. (2017) | Relative MA, F-measure | |

Hernandez and Abad (2018) | Means of misclassification error | |

Sohangir et al. (2018) | Accuracy, F-measure, AUC, precision | |

Krausa and Feuerriegel (2017) | Classification (e.g., accuracy, balanced accuracy, AUC), regression (e.g., RMSE, MSE, MAE) | |

Minh et al. (2017) | NMSE, RMSE, MAE, mutual information | |

Stock trading | Sezer et al. (2017) | Annualized return, annualized number of transactions, percent of success, average profit percent per transaction, average transaction length, maximum profit percentage in transaction, maximum loss percentage in transaction, maximum capital, minimum capital, idle ratio |

Chen et al. (2017) | Absolute return/ Sharpe ratio/prediction accuracy | |

Deng et al. (2017) | Robustness verification | |

Fischer and Krauss (2017) | Accuracy, Sharp ratio, standard deviation, return | |

Bao et al. (2017) | MAPE, R, Theil U | |

Martinez-Miranda et al. (2016) | Average profit, STD | |

Feuerriegel and Prendinger (2016) | Average daily return, Sharp ratio, abnormal return, volatility | |

Chakraborty (2019) | Average annual return | |

Zhang and Maringer (2015) | Exponential MA Sharpe ratio | |

Price prediction | Sehgal and Pandey (2015) | Prediction accuracy |

Portfolio management | Song et al. (2017) | Return, volatility, Sharp ratio, maximum drawdown |

Almahdi and Yang (2017) | Coherent downside risk measure, the expected maximum drawdown, E (MDD), Calmar ratio | |

Macroeconomic prediction | Sevim et al. (2014) | Accuracy, sensitivity, specificity |

Banking default risk and credit | Rönnqvist and Sarlin (2017) | Vector level, error, recall (precision) |

Han et al. (2018) | Relative error |