Model | Brier score | AUC ROC | AUC ROC difference | Probability of direction |
---|---|---|---|---|
Random forest | 0.188 [0.121, 0.243] | 0.915 [0.838, 0.98] | – | – |
Penalised LR | 0.183 [0.121, 0.251] | 0.904 [0.82, 0.981] | 0.011 [− 0.099, 0.122] | 0.843 |
ANN | 0.186 [0.152, 0.225] | 0.883 [0.787, 0.963] | 0.031 [− 0.087, 0.151] | 0.619 |
RBF SVM | 0.21 [0.137, 0.284] | 0.897 [0.814, 0.968] | 0.018 [− 0.089, 0.124] | 0.757 |