Research Article

Investor Sentiment Combined with Multisource Information to Predict Stock Prices: An Analysis of China’s A-Share Market

Table 3

Stock returns forecast results.

Method5 days15 days30 days
AccuracyF1-scoreAccuracyF1-scoreAccuracyF1-score

SVM0.6720.6330.6230.6070.5830.567
LSTM0.7100.6840.6340.6180.5990.578
RrmsNet [4]0.7270.7180.6560.6430.6180.604
SenticNet [5]0.7190.7040.6660.6400.6110.597
Ours0.7490.7320.6930.6990.6680.641

Bold values represent the best performance.