Stock Price Change Rate Prediction by Utilizing Social Network Activities

Table 5

Trading rule design of proposed model.

Trading rule	Rule in detail
Proposed model	If TDV>𝜃buy, the next trading position is “buy”;
	else if TDV<𝜃sell, the next trading position is “sell”;
	else (i.e., 𝜃sell≤TDV≤𝜃buy) the next trading position is “no trade”.