Identification of Insider Trading in the Securities Market Based on Multi-task Deep Neural Network

Table 5

Comparison of modeling effects for different index sets.

Threshold	60%			70%			80%
Methods	STL-DNN	Pool-DNN	MTL-DNN	STL-DNN	Pool-DNN	MTL-DNN	STL-DNN	Pool-DNN	MTL-DNN
Accuracy	0.871	0.883	0.884	0.818	0.901	0.934	0.701	0.741	0.888
Recall	0.883	0.885	0.889	0.830	0.841	0.906	0.803	0.761	0.889
AUC	0.849	0.884	0.861	0.828	0.907	0.932	0.798	0.883	0.890
F1-score	0.893	0.881	0.897	0.887	0.898	0.944	0.809	0.879	0.886