Table 3 Ablation test results based on different input features (MAPE, %).
From: Deep-learning-based stock market prediction incorporating ESG sentiment and technical indicators
Input features | Bi-LSTM |
|---|---|
Only Price (window size = 3) | 3.81 |
Only Price (window size = 4) | 4.24 |
Only Price (window size = 5) | 4.87 |
Price and technical indicators (window size = 3) | 3.75 |
Price and technical indicators (window size = 4) | 3.51 |
Price and technical indicators (window size = 5) | 3.48 |
Price, technical indicators, and ESG sentiment index (window size = 3) | 3.05 |
Price, technical indicators, and ESG sentiment index (window size = 4) | 3.2 |
Price, technical indicators, and ESG sentiment index (window size = 5) | 3.55 |
