Machine Learning-Based Decision-Making for Stock Trading: Case Study for Automated Trading in Saudi Stock Exchange

Table 4

Performance results of different learning models for the companies Jarir, Sabic, Alrajhi, and STC applying 10-fold cross-validation. Underlined values represent the model with the highest performance.

Symbol	Ticker ID	Model	Accuracy (%)	Precision (%)	Recall (%)
Jarir	4190	SVM	93.9	92.9	92.9
		RF	93.9	93.0	92.8
		ANN	91.3	90.1	89.8
		LSTM	92.3	90.2	92.3
Sabic	2010	SVM	94.0	94.6	94.7
		RF	94.1	94.6	94.9
		ANN	91.3	92.3	92.3
		LSTM	93.0	93.7	93.9
Alrajhi	1120	SVM	92.3	90.9	90.3
		RF	92.6	91.6	90.2
		ANN	89.8	88.4	86.7
		LSTM	90.6	84.6	91.9
STC	7010	SVM	93.8	93.9	94.2
		RF	93.7	93.6	94.5
		ANN	92.1	92.1	92.2
		LSTM	92.9	93.1	93.4