Table 6 A summary table of abbreviations used in this paper
From: Deep learning in finance and banking: A literature review and classification
ACC | Actual correlation coefficient | MAPE | Mean absolute percent error |
ANN | Artificial neural network | MCC | Matthews correlation coefficient |
ARMA | Auto-regressive-moving-average | ML | Machine learning |
CNN | Convolutional neural networks | MLP | Multi-layer perceptron |
DBN | Deep belief networks | MSE | Mean squared error |
DL | Deep learning | NMSE | Normalized mean square error |
DNN | Deep neural network | NN | Neural network |
DPA | Directional predictive accuracy | PCA | Principal component analysis |
EMH | Efficient market hypothesis | RBM | Restricted Boltzmann machine |
FNN | Feedforward neural network | RL | Reinforcement learning |
GA | Genetic algorithm | RMSE | Root mean squared error |
GAN | generative adversarial network | RNN | Recurrent neural network |
GARCH | Generalized autoregressive conditional heteroscedasticity | RNN(O) | Other recurrent neural networks except for LSTM |
kNN | k-nearest neighbors | SAEs | Stacked autoencoders |
LSTM | Long short-term memory | SVM | Support vector machine |
MA | Moving average | VAR | Vector autoregression |
MAE | Mean absolute error | Â | Â |