The Influence of Research Reports on Stock Returns: The Mediating Effect of Machine-Learning-Based Investor Sentiment

Table 3

Performances of different algorithms (feature number = 2750).

Algorithm	Overall accuracy	Positive group		Negative group
		Accuracy	F1	Accuracy	F1
BernoulliNB	0.7718	0.8745	0.8161	0.8538	0.7884
MultinomiaNB	0.7693	0.8713	0.8136	0.8545	0.7890
LogisticRegression	0.7569	0.8713	0.8056	0.8520	0.7678
SVC	0.7312	0.8567	0.7810	0.8389	0.7393
LinearSVC	0.7508	0.8692	0.8043	0.8467	0.7632
NuSVC	0.7319	0.8567	0.7832	0.8389	0.7399

Each bold value is the maximum value of its column.