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Table 9 DM test (HLN adjusted)

From: Artificial neural network analysis of the day of the week anomaly in cryptocurrencies

 

Model class

DM (RMSE)

DM (MAE)

Bitcoin

M(1)_M(2)

6.3466*

26.1493*

Cardano

M(1)_M(2)

− 1.4822

0.1790

  1. *p < 0.001