Table 8 Compare Deep Learning models in financial sentiment analysis
From: Big Data: Deep Learning for financial sentiment analysis
Model | Accuracy | Precision | Recall | F-measure | AUC |
|---|---|---|---|---|---|
Logistic regression | 0.7088 | 0.7134 | 0.6980 | 0.7056 | 0.7088 |
Doc2vec | 0.6723 | 0.6687 | 0.6830 | 0.6757 | 0.6723 |
LSTM | 0.6923 | 0.8515 | 0.6571 | 0.7419 | 0.7109 |
CNN (10,000 steps) | 0.9093 | 0.9168 | 0.9004 | 0.9086 | 0.9093 |