Table 7 Deibold-Mariano test statistics
From: Extreme learning with chemical reaction optimization for stock volatility prediction
Proposed method | Compared method | [p, h] - value | |
|---|---|---|---|
Volatility forecasting | Closing price forecasting | ||
ELCRO | PSO-ELM | (p = 1.9788, h = 1) | (p = 3.2253, h = 1) |
GA-ELM | (p = − 2.3035, h = 1) | (p = 2.0536, h = 1) | |
GD-ELM | (p = 2.00377, h = 1) | (p = 1.9905, h = 1) | |