Research Article
Anticipating Stock Market of the Renowned Companies: A Knowledge Graph Approach
Table 9
Results for data extracted from Thomson Reuters.
| Algorithm | Company | Stock data (SD) | Bag of words (BOW) | Convolutional neural network | Feature combine model (FC) |
| ā | ā | Accuracy/F1- score | Accuracy/F1- score | Accuracy/F1- score | Accuracy/F1- score |
| DT | Apple | 0.4993/0.5079 | 0.4889/0.2460 | 0.6150/0.5814 | 0.6524/0.6486 | Microsoft | 0.4868/0.1819 | 0.5065/0.5682 | 0.5817/0.5915 | 0.6587/0.6502 | Samsung | 0.4707/0.4033 | 0.5654/0.5830 | 0.5529/0.6820 | 0.5680/0.6260 |
| LR | Apple | 0.5240/0.6727 | 0.5055/0.5083 | 0.6845/0.6911 | 0.7326/0.7368 | Microsoft | 0.4757/0.1253 | 0.4430/0.4884 | 0.5274/0.5333 | 0.5467/0.5611 | Samsung | 0.4947/0.3755 | 0.6054/0.6726 | 0.6541/0.6343 | 0.8053/0.7978 |
| NB | Apple | 0.5109/0.5123 | 0.4778/0.3896 | 0.5027/0.4497 | 0.5122/0.4030 | Microsoft | 0.4840/0.0363 | 0.4557/0.4055 | 0.4599/0.2889 | 0.5000/0.5439 | Samsung | 0.5293/0.5810 | 0.5144/0.6130 | 0.5048/0.6578 | 0.5117/0.6601 |
| SGD | Apple | 0.4672/0.1119 | 0.4778/0.4404 | 0.4974/0.6008 | 0.5366/0.2692 | Microsoft | 0.5173/0.6819 | 0.4852/0.3222 | 0.6103/0.4231 | 0.6108/0.4193 | Samsung | 0.5223/0.6541 | 0.4766/0.2000 | 0.5187/0.6751 | 0.5571/0.6548 |
| SVM | Apple | 0.5022/0.6121 | 0.5747/0.5542 | 0.6150/0.6129 | 0.6220/0.6173 | Microsoft | 0.4784/0.1722 | 0.4439/0.4566 | 0.5232/0.5462 | 0.6875/0.6798 | Samsung | 0.5008/0.3875 | 0.5047/0.5508 | 0.5135/0.6281 | 0.5352/0.6574 |
| RF | Apple | 0.5240/0.6554 | 0.5278/0.6083 | 0.5337/0.6232 | 0.6203/0.6243 | Microsoft | 0.4840/0.2653 | 0.4177/0.1687 | 0.5325/0.2432 | 0.5721/0.5189 | Samsung | 0.4872/0.3480 | 0.4485/0.1194 | 0.4766/0.3708 | 0.5052/0.5481 |
| AB | Apple | 0.5343/0.5384 | 0.4722/0.2963 | 0.4819/0.3333 | 0.6203/0.5420 | Microsoft | 0.4687/0.2041 | 0.4768/0.0461 | 0.6147/0.6044 | 0.6202/0.6146 | Samsung | 0.4857/0.3619 | 0.4579/0.2368 | 0.6010/0.6820 | 0.6338/0.6549 |
| GB | Apple | 0.5314/0.5129 | 0.4667/0,2941 | 0.6096/0.4748 | 0.6341/0.6591 | Microsoft | 0.4743/0.2125 | 0.4728/0.1007 | 0.4557/0.4557 | 0.5385/0.2258 | Samsung | 0.4872/0.4171 | 0.5192/0.6599 | 0.5337/0.6572 | 0.5622/0.6335 |
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