Table 4 Comparison of ablation performance on financial indicators.

From: Research on deep learning model for stock prediction by integrating frequency domain and time series features

Model

NASDAQ

NYSE

 

IC

RIC

Prec@N

SR

IC

RIC

Prec@N

SR

Original

0.041

0.473

0.577

1.333

0.028

0.347

0.557

1.233

w/o ATFNet

0.037

0.428

0.561

1.201

0.023

0.311

0.541

1.107

w/o Mixer

0.038

0.435

0.565

1.217

0.025

0.319

0.545

1.115

Only ATFNet

0.036

0.421

0.552

1.189

0.021

0.305

0.538

1.092

Replace Fourier

0.035

0.419

0.547

1.175

0.022

0.307

0.535

1.085

w/o StockMixer

0.039

0.444

0.569

1.241

0.026

0.328

0.549

1.141

w/o Conv

0.034

0.408

0.546

1.151

0.020

0.298

0.531

1.070

Drop

0.031

0.387

0.537

1.109

0.018

0.281

0.521

1.023

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