Multivariate CNN-LSTM Model for Multiple Parallel Financial Time-Series Prediction

Table 3

Comparison of RMSE values between CNN, LSTM, and multivariate CNN-LSTM during training and testing phase.

Model	Shanghai (HSI)		Japan (N225)		Singapore (STI)		Indonesia (JSX)
	Train	Test	Train	Test	Train	Test	Train	Test
CNN	0.0261	0.0241	0.0305	0.0242	0.0279	0.0201	0.0303	0.0204
LSTM	0.0190	0.0197	0.0274	0.0175	0.0203	0.0161	0.0227	0.0297
CNN-LSTM	0.0156	0.0168	0.0145	0.0084	0.0173	0.0149	0.0219	0.0178