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results.txt
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results.txt
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RAW INPUT
NEXT PRICE PREDICTION
Linear Regression
RMSE = 0.193644780509
R2 Score = 0.999040870873
Random Forest
RMSE = 0.20610636966
R2 Score = 0.998979148202
PRICE MOVEMENT PREDICTION
SVM
Accuracy = 0.406257406968
Cohen Kappa = 0.12002115394
Precision = 0.55746367, 0.22481612, 0.4953911
Recall = 0.2428777, 0.49787535, 0.52970994
F-Score = 0.33834436, 0.30975986, 0.51197605
SVM Ensemble
Accuracy = 0.398494443781
Cohen Kappa = 0.0537623526277
Precision = 0.40270104, 0.23977273, 0.47776783
Recall = 0.38217303, 0.30403458, 0.45124014
F-Score = 0.39216858, 0.26810673, 0.46412524
Random Forest
Accuracy = 0.382672332389
Cohen Kappa = 0.142650921271
Precision = 0.6215242, 0.193042, 0.61949339
Recall = 0.35026117, 0.61694915, 0.31681217
F-Score = 0.44803267, 0.29407012, 0.41922862