2021
DOI: 10.2139/ssrn.3927058
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Machine learning models predicting returns: why most popular performance metrics are misleading and proposal for an efficient metric

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“…The outcomes of these evaluations are significantly impacted by the implementation of deep learning techniques. Dessain (2021) suggested that the mean square error (MSE) and mean absolute error (MAE) are commonly used indicators for assessing the effectiveness of cost evaluation models and achieving excellent results. Consequently, the MSE and MAE are applied in this research to evaluate learning model efficiency for the hybrid deep learning TSA-ANN, which can be formulated using Equations ( 15) and ( 16).…”
Section: Relu Activation Functionmentioning
confidence: 99%
“…The outcomes of these evaluations are significantly impacted by the implementation of deep learning techniques. Dessain (2021) suggested that the mean square error (MSE) and mean absolute error (MAE) are commonly used indicators for assessing the effectiveness of cost evaluation models and achieving excellent results. Consequently, the MSE and MAE are applied in this research to evaluate learning model efficiency for the hybrid deep learning TSA-ANN, which can be formulated using Equations ( 15) and ( 16).…”
Section: Relu Activation Functionmentioning
confidence: 99%