Published July 26, 2026
| Version v1.0.17
Software
Open
Auditing Multi-Source Stock Prediction: An Evaluation Protocol and Benchmark
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
Files
mouadhltifi/leakage-controlled-benchmark-v1.0.17.zip
Files
(207.6 MB)
| Name | Size | Download all |
|---|---|---|
|
md5:511cb234c578474fb9b904dda12fc470
|
207.6 MB | Preview Download |
Additional details
Related works
- Is supplement to
- Software: https://github.com/mouadhltifi/leakage-controlled-benchmark/tree/v1.0.17 (URL)
Software
- Repository URL
- https://github.com/mouadhltifi/leakage-controlled-benchmark