Market Trend Prediction using Sentiment Analysis:Lessons Learned and Paths Forward
Table 8. Market trend prediction using main technical indicators — the baseline model.
['Type', 'Method', '3-day ahead Acc', '3-day ahead  [ITALIC] Fup1', '3-day ahead  [ITALIC] Fdown1', '5-day ahead Acc', '5-day ahead  [ITALIC] Fup1', '5-day ahead  [ITALIC] Fdown1']
The F1 scores suggest that LSTM often favoured the positive class over the negative class and produced unbalanced results. The reason could be that the size of the dataset is relatively small: there are 670 data points in the analysed time period 2011-2015. Contrary to LSTM, SVM always yielded balanced and stable results.