Research Article
Stock Price Change Rate Prediction by Utilizing Social Network Activities
Table 13
Average returns in the five out-of-sample testing periods (of four months each) in the ratio of the initial investment.
| Models | Sharp | Amazon | Sony |
| MKR-all-GA (proposed) | 0.02143 | 0.14811 | 0.03797 | SVR-ts-GA | 0.01307 | 0.12478 | −0.01702 | SVR-news-GA | 0.01425 | 0.08226 | −0.02630 | SVR-coms-GA | 0.01343 | 0.13386 | 0.00116 | SVR-all-GA | 0.01358 | 0.02097 | −0.02479 | SVR-ts-STS | 0.00399 | −0.00258 | −0.07979 | SVR-news-STS | 0.02224 | −0.12041 | −0.03325 | SVR-coms-STS | 0.16217 | 0.13640 | −0.07926 | SVR-all-STS | 0.04633 | −0.13022 | −0.09349 | MKR-all-STS | −0.03845 | −0.25684 | 0.01630 | ANN-all-STS | −0.01677 | 0.17738 | 0.02611 | Buy and Hold | −0.03205 | 0.15849 | 0.00543 | Sell and Hold | 0.03205 | −0.15849 | −0.00544 |
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