Stock Price Change Rate Prediction by Utilizing Social Network Activities

Table 1

List of technical indicators used in this research.

Indicator	Mathematical formula	Parameters
Simple moving average (SMA)	SMA𝑛∑(𝑡)=^𝑡𝑘=𝑡−𝑛+1Price(𝑘)𝑛	𝑛 is the length of timeframe
Exponential moving average (EMA)	EMA𝑛(𝑡)=Price(𝑡−1)∗𝑎+(1−𝑎)∗EMA𝑛(𝑡−1)	Usually 𝑎=2/(𝑛+1), 𝑛 is the length of timeframe
Rate of change (ROC)	ROC(𝑡)=Price(𝑡)−Price(𝑡−1)Price(𝑡−1)
Moving average convergence and divergence (MACD)	MACD(𝑡)=EMA12(𝑡)−EMA26(𝑡) ,; MACDSignal(𝑡)=EMA9(MACD(𝑡))
BIAS (bias ratio)	BIAS𝑛(𝑡)=100×Price(𝑡)−SMA𝑛(𝑡)SMA𝑛(𝑡)	𝑛 is the length of timeframe
WPR (Williams %𝑅)	%𝑅𝑛(𝑡)=Price(𝑡)−high𝑛periodshigh𝑛periods−low𝑛periods×100	𝑛 is the length of timeframe
RSI (relative strength index)	RSI𝑛(𝑡)=100−1001+RS𝑛(𝑡)	RS𝑛(𝑡)=Averageofpositivepricechangesin𝑛daysAverageofnegativepricechangesin𝑛days ; 𝑛 is the length of timeframe