From: Characterizing financial markets from the event driven perspective
Model | W | News | Finance | News + Finance | |||
---|---|---|---|---|---|---|---|
 |  | MAE | MSE | MAE | MSE | MAE | MSE |
Decision tree | cent | 0.775 | 35.091 | 0.717 | 3.375 | 0.687 | 3.267 |
 | clst | 0.768 | 35.076 | 0.717 | 3.375 | 0.719 | 3.322 |
 | cos | 0.809 | 35.187 | 0.717 | 3.375 | 0.666 | 3.280 |
 | count | 0.710 | 34.853 | 0.717 | 3.375 | 0.727 | 3.402 |
Gaussian process | cent | 0.587 | 34.314 | 0.570 | 2.699 | 0.566 | 2.689 |
 | clst | 0.587 | 34.311 | 0.570 | 2.699 | 0.571 | 2.703 |
 | cos | 0.586 | 34.309 | 0.570 | 2.699 | 0.567 | 2.706 |
 | count | 0.589 | 34.312 | 0.570 | 2.699 | 0.565 | 2.730 |
KernelRidge | cent | 2.347 | 50.602 | 0.611 | 3.084 | 1.243 | 7.191 |
 | clst | 1.981 | 42.257 | 0.611 | 3.084 | 2.478 | 18.887 |
 | cos | 2.743 | 57.785 | 0.611 | 3.084 | 1.242 | 11.319 |
 | count | 1.227 | 35.929 | 0.611 | 3.084 | 2.709 | 32.986 |
Linear regression | cent | 2.644 | 55.001 | 0.612 | 3.096 | 3.244 | 40.500 |
 | clst | 2.932 | 62.219 | 0.612 | 3.096 | 4.134 | 57.534 |
 | cos | 2.969 | 62.224 | 0.612 | 3.096 | 3.391 | 62.338 |
 | count | 2.967 | 65.251 | 0.612 | 3.096 | 3.291 | 73.918 |
Nearest neighbors | cent | 0.559 | 34.293 | 0.661 | 2.844 | 0.618 | 2.694 |
 | clst | 0.579 | 34.403 | 0.661 | 2.844 | 0.642 | 2.796 |
 | cos | 0.542 | 34.375 | 0.661 | 2.844 | 0.617 | 2.779 |
 | count | 0.562 | 34.379 | 0.661 | 2.844 | 0.667 | 2.797 |
Neural net | cent | 0.801 | 35.289 | 1.513 | 21.822 | 0.700 | 3.587 |
 | clst | 0.922 | 36.004 | 1.491 | 20.703 | 0.743 | 3.726 |
 | cos | 0.730 | 34.990 | 1.493 | 20.175 | 0.755 | 4.007 |
 | count | 1.150 | 36.867 | 1.482 | 20.203 | 0.943 | 5.766 |
Random forest | cent | 0.699 | 34.401 | 0.660 | 2.880 | 0.627 | 2.804 |
 | clst | 0.697 | 34.397 | 0.660 | 2.880 | 0.638 | 2.695 |
 | cos | 0.697 | 34.416 | 0.660 | 2.880 | 0.635 | 2.904 |
 | count | 0.662 | 34.325 | 0.660 | 2.880 | 0.662 | 2.861 |