Evaluating and understanding text-based stock price prediction models

作者：

Highlights：

• Several state-of-the-art stock prediction models are constructed.

• Different metrics for evaluating prediction models are discussed.

• Explanatory techniques are applied to gain insights into the model’s decisions.

摘要

•Several state-of-the-art stock prediction models are constructed.•Different metrics for evaluating prediction models are discussed.•Explanatory techniques are applied to gain insights into the model’s decisions.

论文关键词：Stock,Prediction,Support Vector Machine,Sentiment mining,Evaluation

论文评审过程：Received 18 September 2012, Revised 20 August 2013, Accepted 23 December 2013, Available online 31 January 2014.

论文官网地址：https://doi.org/10.1016/j.ipm.2013.12.002