## 4 Experimental Results
### Multi-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 \multirow{2}{*}{**Look-Back**} & \multirow{2}{*}{**Optimizer**} & \multirow{2}{*}{**Feature**} & \multicolumn{4}{c}{**CNN-LSTM**} & \multicolumn{4}{c}{**GRU-CNN**} & \multicolumn{4}{c}{**Ensemble**} \\ \cline{4-11}  & & & **DAX** & **DOW** & **S\&P500** & **DAX** & **DOW** & **S\&P500** & **DAX** & **DOW** & **S\&P500** \\ \hline \multirow{8}{*}{5 days} & \multirow{4}{*}{Adam} & MV & 0.0293 & 0.0573 & **0.0636** & 0.0085 & **0.0099** & 0.0160 & 0.0532 & 0.2397 & 0.0048 \\  & & MV & **0.0419** & **0.0531** & 0.1266 & **0.0038** & 0.0229 & **0.0128** & 0.0208 & 0.0084 & 0.0120 \\  & & OHLV & 0.0389 & 0.0595 & 0.0892 & 0.0073 & 0.0200 & 0.0233 & 0.0030 & **0.0043** & 0.0033 \\  & & OHLV & 0.0523 & 0.0454 & 0.0803 & 0.0055 & 0.0227 & 0.0155 & **0.0024** & 0.0051 & **0.0029** \\ \cline{2-11}  & & MV & 0.0255 & 0.0848 & **0.0340** & 0.0306 & 0.0146 & 0.0263 & 0.0033 & 0.0074 & 0.0052 \\  & & MV & 0.0184 & **0.0333** & 0.0296 & 0.0034 & 0.0186 & 0.0269 & 0.0031 & 0.0141 & 0.0065 \\  & & OHLV & **0.0131** & 0.0372 & 0.0507 & 0.0038 & **0.0022** & **0.0201** & 0.0033 & **0.0037** & 0.0068 \\  & & OHLV & 0.0167 & 0.0720 & 0.0803 & **0.0031** & 0.0253 & 0.0322 & **0.0027** & **0.0044** & **0.0050** \\ \hline \multirow{8}{*}{21 days} & \multirow{4}{*}{Adam} & MV & 0.0443 & **0.0541** & 0.1509 & 0.0395 & 0.0273 & 0.0106 & 0.0300 & 0.0052 & 0.1904 \\  & & MV & 0.1774 & 0.1768 & 0.2014 & 0.0066 & **0.0107** & 0.0217 & 0.0036 & 0.0077 & 0.0040 \\  & & OHLV & **0.0368** & 0.1119 & **0.0745** & 0.0050 & 0.0174 & 0.0222 & 0.0028 & **0.0026** & 0.0041 \\  & & OHLVLV & 0.0990 & 0.1957 & 0.1828 & **0.0044** & 0.0182 & **0.0105** & **0.0027** & **0.0026** & **0.0025** \\ \cline{2-11}  & & MV & 0.2070 & 0.1048 & **0.0475** & 0.0243 & 0.0205 & 0.0517 & **0.0026** & 0.0102 & **0.0059** \\ \cline{2-11}  & & MV & 0.0811 & 0.0669 & 0.0804 & **0.0125** & 0.0154 & 0.0519 & 0.0024 & 0.0154 & 0.0124 \\  & & OHLV & 0.1223 & **0.0316** & 0.1723 & 0.0147 & 0.0152 & 0.0543 & 0.0044 & 0.2354 & 0.0062 \\  & & OHLVLV & **0.0640** & 0.1376 & 0.1346 & 0.0264 & 0.0189 & **0.0496** & 0.0376 & **0.0035** & 0.0089 \\ \hline \multirow{8}{*}{42 days} & \multirow{4}{*}{Adam} & MV & **0.0327** & 0.2019 & 0.1374 & 0.0532 & 0.0477 & 0.0562 & 0.0031 & 0.0065 & **0.0046** \\  & & OHLV & 0.0564 & 0.0928 & 0.0850 & 0.0115 & 0.0443 & 0.0320 & 0.0062 & 0.2501 & 0.0075 \\ \cline{1-1}  & & OHLV & 0.0360 & **0.0897** & **0.0439** & 0.0168 & 0.0494 & **0.0265** & **0.0027** & 0.0101 & 0.0062 \\ \cline{1-1}  & & OHLV & 0.0756 & 0.1798 & 0.1960 & **0.0079** & **0.0355** & 0.0455 & 0.0028 & **0.0045** & 0.0093 \\ \cline{1-1} \cline{2-11}  & & MV & **0.0560** & 0.2126 & 0.1771 & 0.0111 & 0.01486 & 0.0392 & 0.0036 & 0.0156 & 0.0093 \\ \cline{1-1}  & & MV & 0.1086 & 0.4098 & 0.1259 & 0.0084 & **0.0184** & 0.0648 & 0.0033 & 0.0162 & 0.0125 \\ \cline{1-1}  & & OHLV & 0.1241 & 0.3247 & 0.1819 & **0.0052** & 0.0471 & **0.0301** & 0.2476 & 0.0056 & **0.0042** \\ \cline{1-1}  & & OHLV & 0.0904 & **0.1509** & **0.0706** & 0.0055 & 0.0453 & 0.0621 & **0.0030** & **0.0043** & 0.0086 \\ \hline \hline \end{tabular}
\end{table} 
Table 7: Comparison of different optimizers and features in terms of average MSE over the three periods for five-time-step prediction.