Powered by OpenAIRE graph
Found an issue? Give us feedback
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ ZENODOarrow_drop_down
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
ZENODO
Software
Data sources: ZENODO
addClaim

Auditing Multi-Source Stock Prediction: An Evaluation Protocol and Benchmark

Authors: Ltifi, Mouadh; Puoti, Francesco; Pittorino, Fabrizio;

Auditing Multi-Source Stock Prediction: An Evaluation Protocol and Benchmark

Abstract

Evaluation protocol, harness, availability-timed (release-lag aligned) feature datasets, and reference baselines for multi-source next-day stock prediction (55 US large-caps, 2015-2023; price, news, social, macro, inter-stock graphs). The committed result files regenerate every reference number with no download; the repository also documents from-scratch re-runs and two reproducibility audits that price individual protocol conditions (test-set model selection; non-temporal split leakage). Licensing: code MIT; derived feature tables CC-BY-4.0 with per-source terms preserved (the Cboe VIX close is redistributed as a cited extract under FRED citation-required terms) -- see LICENSE and DATA-STATEMENTS.md.

Powered by OpenAIRE graph
Found an issue? Give us feedback