Stock Price Change Rate Prediction by Utilizing Social Network Activities

Table 4

List of features based on user comments.

Number	Features based on user comments	Calculation
1	Frequency of user comments	𝐹^𝑐𝑡
2	SMA of frequency of user comments	(𝑡)=∑FCSMA^𝑡𝑘=𝑡−𝑛+1𝐹^𝑐𝑘𝑛 ,; 𝑛=7
3	Average and standard deviation of comment length	𝑎^𝑐𝑡=1𝑚^𝑚𝑘∑=1𝑙^𝑐𝑘 ,; 𝑏^𝑐𝑡=1𝑚^𝑚𝑘∑=1(𝑙^𝑐𝑘−𝑎^𝑐𝑡)^2