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