Research Article
Investor Sentiment Combined with Multisource Information to Predict Stock Prices: An Analysis of China’s A-Share Market
Table 4
Results of ablation experiments.
| Method | 5 days | 15 days | 30 days | Accuracy | F1-score | Accuracy | F1-score | Accuracy | F1-score |
| Without_MSI | 0.732 | 0.719 | 0.681 | 0.671 | 0.639 | 0.622 | Without_BRS | 0.688 | 0.713 | 0.646 | 0.670 | 0.610 | 0.591 | Without_NS | 0.721 | 0.719 | 0.685 | 0.665 | 0.638 | 0.624 | Without_WMS | 0.730 | 0.725 | 0.680 | 0.667 | 0.638 | 0.617 | Without_MSI_BRS | 0.701 | 0.698 | 0.640 | 0.642 | 0.630 | 0.609 | Without_NS_WMS | 0.732 | 0.723 | 0.677 | 0.668 | 0.633 | 0.621 | Concatenation | 0.736 | 0.725 | 0.687 | 0.672 | 0.642 | 0.626 | Our_full | 0.749 | 0.732 | 0.693 | 0.699 | 0.668 | 0.641 |
|
|
Bold values represent the best performance.
|