Unleashing Expert Opinion from Social Media for Stock Prediction
Machine learning return prediction in equities, studied by Zhou and co-authors in 2025 with a feedforward neural network. The abstract mentions excess returns but not a benchmark, an out-of-sample test, transaction costs, multiple testing or the size of the universe.
“However, when using binary expert predictions to predict the return ratio, similar to all other expert identification methods, our approach faces a common challenge of signal sparsity with expert signals cover only about 4% of all stock-day combinations in our dataset.”
AssetEquities
StrategyMachine learningnews sentiment
TechniqueFeedforward networkgraph neural network
ClaimExcess return
Also stated: Fundamentals, Text and news
Missing from abstract: benchmark, out-of-sample test, costs, multiple testing, universe
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The paper's neighbourhoodMachine learning return prediction by year
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