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.

ModelsSharpAmazonSony

MKR-all-GA (proposed)0.021430.148110.03797
SVR-ts-GA0.013070.12478−0.01702
SVR-news-GA0.014250.08226−0.02630
SVR-coms-GA0.013430.133860.00116
SVR-all-GA0.013580.02097−0.02479
SVR-ts-STS0.00399−0.00258−0.07979
SVR-news-STS0.02224−0.12041−0.03325
SVR-coms-STS0.162170.13640−0.07926
SVR-all-STS0.04633−0.13022−0.09349
MKR-all-STS−0.03845−0.256840.01630
ANN-all-STS−0.016770.177380.02611
Buy and Hold−0.032050.158490.00543
Sell and Hold0.03205−0.15849−0.00544