. | Logistic regression . | RF . | XGBoost . | Deep learning (1 timeframe) . | Deep learning (3 timeframes) . |
---|---|---|---|---|---|
Accuracy | 0.93 (0.92–0.93) | 0.93 (0.93–0.94) | 0.93 (0.93–0.93) | 0.93 (0.93–0.94) | 0.93 (0.93–0.93) |
Recall | 0.45 (0.41–0.48) | 0.43 (0.39–0.46) | 0.48 (0.44–0.51) | 0.42 (0.38–0.45) | 0.55 (0.52–0.58) |
Precision | 0.39 (0.36–0.43) | 0.40 (0.37–0.44) | 0.41 (0.38–0.45) | 0.40 (0.37–0.44) | 0.41 (0.38–0.44) |
Macro F1 score | 0.69 (0.68–0.71) | 0.69 (0.67–0.71) | 0.70 (0.69–0.72) | 0.69 (0.67–0.70) | 0.72 (0.70–0.73) |
AUPRC | 0.35 (0.32–0.392) | 0.36 (0.33–0.40) | 0.41 (0.38–0.45) | 0.35 (0.32–0.39) | 0.44 (0.40–0.48) |
AUROC | 0.85 (0.84–0.87) | 0.86 (0.85–0.87) | 0.87 (0.86–0.89) | 0.87 (0.85–0.88) | 0.90 (0.89–0.91) |
Specificity | 0.96 (0.95–0.96) | 0.96 (0.96–0.96) | 0.96 (0.96–0.96) | 0.96 (0.96–0.96) | 0.95 (0.95–0.96) |
NPV | 0.97 (0.96–0.97) | 0.97 (0.96–0.97) | 0.97 (0.96–0.97) | 0.96 (0.96–0.97) | 0.97 (0.97–0.97) |
MCC | 0.38 (0.35–0.41) | 0.38 (0.35–0.41) | 0.41 (0.38–0.44) | 0.37 (0.34–0.40) | 0.44 (0.41–0.47) |
. | Logistic regression . | RF . | XGBoost . | Deep learning (1 timeframe) . | Deep learning (3 timeframes) . |
---|---|---|---|---|---|
Accuracy | 0.93 (0.92–0.93) | 0.93 (0.93–0.94) | 0.93 (0.93–0.93) | 0.93 (0.93–0.94) | 0.93 (0.93–0.93) |
Recall | 0.45 (0.41–0.48) | 0.43 (0.39–0.46) | 0.48 (0.44–0.51) | 0.42 (0.38–0.45) | 0.55 (0.52–0.58) |
Precision | 0.39 (0.36–0.43) | 0.40 (0.37–0.44) | 0.41 (0.38–0.45) | 0.40 (0.37–0.44) | 0.41 (0.38–0.44) |
Macro F1 score | 0.69 (0.68–0.71) | 0.69 (0.67–0.71) | 0.70 (0.69–0.72) | 0.69 (0.67–0.70) | 0.72 (0.70–0.73) |
AUPRC | 0.35 (0.32–0.392) | 0.36 (0.33–0.40) | 0.41 (0.38–0.45) | 0.35 (0.32–0.39) | 0.44 (0.40–0.48) |
AUROC | 0.85 (0.84–0.87) | 0.86 (0.85–0.87) | 0.87 (0.86–0.89) | 0.87 (0.85–0.88) | 0.90 (0.89–0.91) |
Specificity | 0.96 (0.95–0.96) | 0.96 (0.96–0.96) | 0.96 (0.96–0.96) | 0.96 (0.96–0.96) | 0.95 (0.95–0.96) |
NPV | 0.97 (0.96–0.97) | 0.97 (0.96–0.97) | 0.97 (0.96–0.97) | 0.96 (0.96–0.97) | 0.97 (0.97–0.97) |
MCC | 0.38 (0.35–0.41) | 0.38 (0.35–0.41) | 0.41 (0.38–0.44) | 0.37 (0.34–0.40) | 0.44 (0.41–0.47) |
macro F1 score, macro-averaged F1 score.
. | Logistic regression . | RF . | XGBoost . | Deep learning (1 timeframe) . | Deep learning (3 timeframes) . |
---|---|---|---|---|---|
Accuracy | 0.93 (0.92–0.93) | 0.93 (0.93–0.94) | 0.93 (0.93–0.93) | 0.93 (0.93–0.94) | 0.93 (0.93–0.93) |
Recall | 0.45 (0.41–0.48) | 0.43 (0.39–0.46) | 0.48 (0.44–0.51) | 0.42 (0.38–0.45) | 0.55 (0.52–0.58) |
Precision | 0.39 (0.36–0.43) | 0.40 (0.37–0.44) | 0.41 (0.38–0.45) | 0.40 (0.37–0.44) | 0.41 (0.38–0.44) |
Macro F1 score | 0.69 (0.68–0.71) | 0.69 (0.67–0.71) | 0.70 (0.69–0.72) | 0.69 (0.67–0.70) | 0.72 (0.70–0.73) |
AUPRC | 0.35 (0.32–0.392) | 0.36 (0.33–0.40) | 0.41 (0.38–0.45) | 0.35 (0.32–0.39) | 0.44 (0.40–0.48) |
AUROC | 0.85 (0.84–0.87) | 0.86 (0.85–0.87) | 0.87 (0.86–0.89) | 0.87 (0.85–0.88) | 0.90 (0.89–0.91) |
Specificity | 0.96 (0.95–0.96) | 0.96 (0.96–0.96) | 0.96 (0.96–0.96) | 0.96 (0.96–0.96) | 0.95 (0.95–0.96) |
NPV | 0.97 (0.96–0.97) | 0.97 (0.96–0.97) | 0.97 (0.96–0.97) | 0.96 (0.96–0.97) | 0.97 (0.97–0.97) |
MCC | 0.38 (0.35–0.41) | 0.38 (0.35–0.41) | 0.41 (0.38–0.44) | 0.37 (0.34–0.40) | 0.44 (0.41–0.47) |
. | Logistic regression . | RF . | XGBoost . | Deep learning (1 timeframe) . | Deep learning (3 timeframes) . |
---|---|---|---|---|---|
Accuracy | 0.93 (0.92–0.93) | 0.93 (0.93–0.94) | 0.93 (0.93–0.93) | 0.93 (0.93–0.94) | 0.93 (0.93–0.93) |
Recall | 0.45 (0.41–0.48) | 0.43 (0.39–0.46) | 0.48 (0.44–0.51) | 0.42 (0.38–0.45) | 0.55 (0.52–0.58) |
Precision | 0.39 (0.36–0.43) | 0.40 (0.37–0.44) | 0.41 (0.38–0.45) | 0.40 (0.37–0.44) | 0.41 (0.38–0.44) |
Macro F1 score | 0.69 (0.68–0.71) | 0.69 (0.67–0.71) | 0.70 (0.69–0.72) | 0.69 (0.67–0.70) | 0.72 (0.70–0.73) |
AUPRC | 0.35 (0.32–0.392) | 0.36 (0.33–0.40) | 0.41 (0.38–0.45) | 0.35 (0.32–0.39) | 0.44 (0.40–0.48) |
AUROC | 0.85 (0.84–0.87) | 0.86 (0.85–0.87) | 0.87 (0.86–0.89) | 0.87 (0.85–0.88) | 0.90 (0.89–0.91) |
Specificity | 0.96 (0.95–0.96) | 0.96 (0.96–0.96) | 0.96 (0.96–0.96) | 0.96 (0.96–0.96) | 0.95 (0.95–0.96) |
NPV | 0.97 (0.96–0.97) | 0.97 (0.96–0.97) | 0.97 (0.96–0.97) | 0.96 (0.96–0.97) | 0.97 (0.97–0.97) |
MCC | 0.38 (0.35–0.41) | 0.38 (0.35–0.41) | 0.41 (0.38–0.44) | 0.37 (0.34–0.40) | 0.44 (0.41–0.47) |
macro F1 score, macro-averaged F1 score.
This PDF is available to Subscribers Only
View Article Abstract & Purchase OptionsFor full access to this pdf, sign in to an existing account, or purchase an annual subscription.