Published July 26, 2026 | Version v1.0.17

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

  • 1. Politecnico di Milano

Description

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.

Notes

If you use this benchmark, harness, or its reference results, please cite the accompanying paper.

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mouadhltifi/leakage-controlled-benchmark-v1.0.17.zip

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Additional details