Table 6.

Technical results of different algorithms

Algorithms	R2	MAE	MSE	RMSE
ARIMA	0.9392	0.0271	0.0014	0.0369
SVR	0.9582	0.0248	0.0011	0.0335
BPNN	0.9447	0.0256	0.0012	0.0347
ELM	0.9578	0.0239	0.0009	0.0312
CNN	0.9603	0.0232	0.0009	0.0299
LSTM-single	0.9655	0.0235	0.0009	0.0304
LSTM-sentiment	0.9689	0.0234	0.0008	0.0286
LSTM-market	0.9723	0.0191	0.0006	0.0240
LSTM-all	0.9788	0.0145	0.0004	0.0208
MF-LSTM-US	0.9765	0.0193	0.0006	0.0248
MF-LSTM-CN	0.9693	0.0227	0.0008	0.0289
MF-LSTM	0.9851	0.0122	0.0002	0.0154

Six-month window length