## 4 Experimental Results
### One-Time-Step Prediction Comparisons between Proposed and Benchmark Models
\begin{table}
\begin{tabular}{c c c c c c c c c c c} \hline \hline
**Look-Back** & \multirow{2}{*}{**Optimizer**} & \multirow{2}{*}{**Feature**} & \multicolumn{4}{c}{**CNN-LSTM**} & \multicolumn{4}{c}{**GRU-CNN**} & \multicolumn{2}{c}{**Ensemble**} \\ \cline{4-11}
**Period** & & & **DAX** & **DOW** & **S\&P500** & **DAX** & **DOW** & **S\&P500** & **DAX** & **DOW** & **S\&P500** \\ \hline \multirow{8}{*}{5 days} & \multirow{4}{*}{Adam} & MV & **0.0406** & 0.0228 & 0.0154 & **0.0025** & 0.0070 & 0.2717 & 0.0014 & **0.0039** & 0.0026 \\  & & MV & 0.0534 & 0.0366 & 0.0097 & 0.0026 & **0.0054** & **0.0053** & 0.0014 & **0.0039** & 0.0026 \\  & & OHLMV & 0.0495 & 0.0068 & 0.0468 & 0.0045 & 0.0101 & 0.2674 & **0.0013** & 0.0042 & **0.0025** \\  & & OHLMVC & 0.0496 & **0.0025** & **0.0030** & 0.0070 & 0.0096 & 0.2668 & **0.0013** & 0.0042 & **0.0025** \\ \cline{2-11}  & & MV & 0.0231 & 0.0239 & **0.0189** & 0.0023 & **0.0088** & **0.0063** & **0.0013** & **0.0031** & **0.0014** \\  & & MPC & 0.0972 & 0.0796 & 0.0270 & 0.0070 & 0.0035 & 0.0197 & 0.0171 & **0.0013** & **0.0031** & **0.0014** \\  & & OHLMV & **0.0175** & **0.0133** & 0.0206 & **0.0019** & 0.0144 & 0.2223 & **0.0013** & **0.0031** & **0.0014** \\  & & OHLMVC & 0.0330 & 0.0152 & 0.0396 & 0.0043 & 0.2513 & 0.0107 & **0.0013** & **0.0031** & **0.0014** \\ \hline \multirow{8}{*}{21 days} & \multirow{4}{*}{Adam} & MV & **0.0174** & 0.0454 & 0.0217 & 0.0070 & **0.0133** & 0.0180 & 0.0010 & 0.0029 & 0.0011 \\  & & MVC & 0.1042 & 0.0489 & 0.1143 & **0.0030** & 0.0141 & **0.0115** & 0.0021 & 0.0040 & 0.0080 \\  & & OHLMVC & 0.0739 & 0.0752 & 0.1047 & 0.0390 & 0.0186 & 0.0120 & **0.0008** & **0.0013** & **0.0010** \\  & & OHLMVC & 0.0406 & **0.0228** & **0.0154** & 0.0054 & 0.0253 & 0.0138 & 0.0021 & 0.0040 & 0.0080 \\ \cline{2-11}  & & MV & **0.0295** & 0.1721 & 0.2440 & 0.0163 & **0.0183** & 0.0242 & 0.0010 & 0.0042 & 0.0060 \\ \cline{2-11}  & & MV & 0.0318 & 0.0608 & 0.1752 & 0.0395 & 0.0306 & 0.0178 & 0.0017 & 0.01155 & 0.0038 \\ \cline{2-11}  & & OHLMVC & 0.0477 & 0.1299 & 0.3043 & **0.0157** & 0.0229 & **0.0137** & **0.0008** & **0.0014** & **0.0015** \\  & & OHLMVC & 0.0406 & **0.0228** & **0.0154** & 0.0284 & 0.0244 & 0.0253 & 0.0021 & 0.0040 & 0.0080 \\ \hline \multirow{8}{*}{42 days} & \multirow{4}{*}{Adam} & MV & **0.0443** & 0.0790 & 0.0105 & 0.0163 & 0.0169 & 0.2459 & 0.0014 & 0.0208 & 0.0022 \\  & & MVC & 0.0566 & **0.0585** & 0.0426 & 0.0227 & 0.0271 & 0.2339 & **0.0010** & 0.2655 & 0.0129 \\ \cline{1-1}  & & OHLMVC & 0.0451 & 0.0682 & 0.0202 & **0.0043** & 0.0343 & 0.0206 & **0.0010** & **0.0010** & 0.0018 \\ \cline{1-1} \cline{2-11}  & & OHLMVC & 0.0488 & 0.1413 & **0.0102** & 0.0088 & **0.0126** & **0.0124** & 0.0109 & 0.0026 & **0.0012** & **0.0012** \\ \cline{1-1} \cline{2-11}  & & MV & 0.1339 & 0.0792 & 0.1816 & 0.0084 & 0.0503 & **0.0223** & 0.0017 & 0.0036 & 0.0035 \\ \cline{1-1} \cline{2-11}  & & MVC & 0.0659 & 0.2908 & 0.1823 & 0.0191 & 0.0609 & 0.3112 & 0.0012 & 0.0057 & 0.0049 \\ \cline{1-1} \cline{2-11}  & & OHLMVC & 0.3905 & 0.3173 & **0.0588** & **0.0079** & 0.0394 & 0.0341 & **0.0008** & **0.0021** & 0.2784 \\ \cline{1-1} \cline{2-11}  & & OHLMVC & **0.496** & **0.067** & 0.6410 & 0.0100 & **0.0256** & 0.0229 & 0.0100 & **0.021** & **0.017** \\ \hline \end{tabular}
\end{table} 
Table 4: Comparison of different optimizers and features in terms of average MSE over the three periods for one-time-step prediction.