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| Model | change rate prediction | Trading signal generation | Description |
| Features | Learning method | Features | Learning method |
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| MKR-all-GA (proposed) | News/comments/historical data | Multiple kernel (MKR) | Prediction/RSI/WPR/BIAS | GA | Integration of MKR and GA. Three feature sets are used in MKR |
| SVR-ts-GA | Historical data | Single kernel (SVR) | Prediction/RSI/WPR/BIAS | GA | Integration of SVR and GA. Stock prices and transaction volumes are used in SVR |
| SVR-news-GA | News | Single kernel (SVR) | Prediction/RSI/WPR/BIAS | GA | Integration of SVR and GA. Features from news are used in SVR |
| SVR-coms-GA | User comments | Single kernel (SVR) | Prediction/RSI/WPR/BIAS | GA | Integration of SVR and GA. Features from user comments are used in SVR |
| SVR-all-GA | News/comments/historical data | Single kernel (SVR) | Prediction/RSI/WPR/BIAS | GA | Integration of SVR and GA. Three feature sets are used in SVR |
| SVR-ts-STS | Historical data | Single kernel (SVR) | | No learning; sign function | SVR and a simple trading strategy. Features from stock prices and transaction volumes are used in SVR |
| SVR-news-STS | News | Single kernel (SVR) | | No learning; sign function | SVR and a simple trading strategy. Features from news are used in SVR |
| SVR-coms-STS | User comments | Single kernel (SVR) | | No learning; sign function | SVR and a simple trading strategy. Features from user comments are used in SVR |
| SVR-all-STS | News/comments/historical data | Single kernel (SVR) | | No learning; sign function | SVR and a simple trading strategy. Three feature sets are used in SVR |
| MKR-all-STS | News/comments/historical data | Multiple kernel (MKR) | | No learning; sign function | MKR and a simple trading strategy. Three feature sets are used in MKR |
| ANN-all-STS | News/comments/historical data | Artificial neural network (ANN) | | No learning; sign function | ANN and a simple trading strategy. Three feature sets are used in ANN |
| Buy and Hold | — | No learning | | No learning | Buy and then hold the position, until the end of the testing period |
| Sell and Hold* | — | No learning | | No learning | Sell and then hold the position, until the end of the testing period |
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