I’m looking to increase the results from the confusion matrix from a binary classification model that classify only long trades as profitable or not profitable from EURUSD in 5 min timeframe.
Does any one knows where I may find some help / ideas / papers on features or predictors?
Its a big challenge, but I believe that you can start with CNN and LSTM.
Jose hi, thanks for your answer. Im all ready using LSTM for 1,2, 5 and 10 period predictions and using the results from a previous classification model as feature but not getting accurate results. Do you know any paper, webportal, book or other info to get some features and improve the confusion matrix?