Stock Trend Prediction on Astock 2020-10-01 to 2020-12-31 (test)
75.4AccuracySRL & SDPG & Factors
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| SRL & SDPG & FactorsReference=Ours, Resource=News+Factors2024.03 | 75.4 | 75.12 | 75.23 | 75.42 | |
| SDPG & FactorsReference=Ours, Resource=News+Factors2024.03 | 73.12 | 72.97 | 72.96 | 73.04 | |
| SRL & FactorsReference=Ours, Resource=News+Factors2024.03 | 69.48 | 69.28 | 69.41 | 69.54 | |
| Chinese Pert LargeReference=Arxiv 2022, Resource=News+Factors2024.03 | 67.37 | 67.27 | 67.73 | 67.28 | |
| Self-supervised SRLPReference=FinNLP 2022, Resource=News+Factors2024.03 | 66.89 | 66.92 | 66.95 | 66.92 | |
| Chinese Lert LargeReference=Arxiv 2022, Resource=News+Factors2024.03 | 66.36 | 66.16 | 66.69 | 66.4 | |
| SRL&SDPGReference=Ours, Resource=News2024.03 | 66.1 | 66.01 | 66.09 | 66.04 | |
| Chinese Pert LargeReference=Arxiv 2022, Resource=News2024.03 | 65.09 | 65.03 | 65.07 | 65.02 | |
| Chinese Lert LargeReference=Arxiv 2022, Resource=News2024.03 | 64.37 | 64.3 | 64.31 | 64.34 | |
| Factors onlyReference=Ours, Resource=Factors2024.03 | 63.74 | 63.66 | 63.71 | 63.67 | |
| Self-supervised SRLPReference=FinNLP 2022, Resource=News2024.03 | 62.97 | 63.05 | 62.93 | 63.47 | |
| ROBERTA WWM ExtReference=EMNLP 2020, Resource=News+Factors2024.03 | 62.49 | 62.54 | 62.51 | 62.59 | |
| ROBERTA WWM ExtReference=EMNLP 2020, Resource=News2024.03 | 61.34 | 61.48 | 61.32 | 61.97 | |
| XLNET ChineseReference=EMNLP 2020, Resource=News2024.03 | 61.14 | 61.19 | 61.09 | 61.6 | |
| ERNIE-SKEPReference=ACL 2020, Resource=News2024.03 | 60.66 | 60.66 | 60.59 | 61.85 | |
| Self-supervised SRLPReference=FinNLP 2022, Resource=Factors2024.03 | 59.76 | 59.71 | 59.75 | 59.72 | |
| Bert ChineseReference=ACL 2019, Resource=News2024.03 | 59.11 | 58.99 | 59.2 | 59.07 | |
| HAN StockReference=WSDM 2018, Resource=News2024.03 | 57.35 | 56.61 | 57.2 | 58.41 | |
| StockNetReference=ACL 2018, Resource=News2024.03 | 46.72 | 44.44 | 46.68 | 47.65 |