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Stock Market Prediction
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Astock
Stock Market Prediction on Astock
Metric: F1-score (higher is better)
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#
Model
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F1-score
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Extra Data
Paper
Date
↕
Code
1
SRL&SDPG&Factors
75.12
No
FinReport: Explainable Stock Earnings Forecastin...
2024-03-05
Code
2
SDPG&Factors
72.97
No
FinReport: Explainable Stock Earnings Forecastin...
2024-03-05
Code
3
SRL&Factors
69.28
No
FinReport: Explainable Stock Earnings Forecastin...
2024-03-05
Code
4
Chinese Pert Large (News+Factors)
67.27
No
PERT: Pre-training BERT with Permuted Language M...
2022-03-14
Code
5
SRL
66.92
No
Astock: A New Dataset and Automated Stock Tradin...
2022-06-14
Code
6
Chinese Lert Large (News+Factors)
66.16
No
LERT: A Linguistically-motivated Pre-trained Lan...
2022-11-10
Code
7
SRL&SDPG
66.01
No
FinReport: Explainable Stock Earnings Forecastin...
2024-03-05
Code
8
Chinese Pert Large (News)
65.03
No
PERT: Pre-training BERT with Permuted Language M...
2022-03-14
Code
9
Chinese Lert Large (News)
64.3
No
LERT: A Linguistically-motivated Pre-trained Lan...
2022-11-10
Code
10
Factos Only
63.66
No
FinReport: Explainable Stock Earnings Forecastin...
2024-03-05
Code
11
RoBERTa WWM Ext (News+Factors)
62.54
No
RoBERTa: A Robustly Optimized BERT Pretraining A...
2019-07-26
Code
12
RoBERTa WWM Ext (News)
61.48
No
RoBERTa: A Robustly Optimized BERT Pretraining A...
2019-07-26
Code
13
XLNET Chinese
61.19
No
Revisiting Pre-Trained Models for Chinese Natura...
2020-04-29
Code
14
ERNIE-SKEP
60.66
No
SKEP: Sentiment Knowledge Enhanced Pre-training ...
2020-05-12
Code
15
Bert Chinese
58.99
No
BERT: Pre-training of Deep Bidirectional Transfo...
2018-10-11
Code
16
HAN Stock
56.61
No
Listening to Chaotic Whispers: A Deep Learning F...
2017-12-06
Code
17
StockNet
44.44
No
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Code