Research Article
Stock Price Change Rate Prediction by Utilizing Social Network Activities
Table 12
Average of RMSEs in the five out-of-sample testing periods for three-stock price changes.
| Models | Sharp | Amazon | Sony |
| SVR-ts | 0.04756 | 0.03295 | 0.03212 | SVR-news | 0.03890 | 0.02029 | 0.02124 | SVR-coms | 0.03984 | 0.02251 | 0.02560 | SVR-all | 0.04075 | 0.02307 | 0.02371 | MKR-all | 0.03117 | 0.01729 | 0.01873 |
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