[Retracted] Beat Wash-Sale Tax with Multigraph Convolutional Neural Networks Based Trading Strategy

Table 2

Movement prediction evaluation result.

Model	Accuracy	Recall	Precision	F1 score
Random Forest	0.509	0.633	0.542	0.584
XGBoost	0.511	0.636	0.543	0.589
GRU	0.513	0.722	0.539	0.617
LSTM	0.511	0.636	0.543	0.586
Multi-GCN-LSTM	0.621	0.711	0.635	0.671
Multi-GCN-GRU	0.622	0.764	0.625	0.687