Table 11 Forecasting error of SSE
From: An interval constraint-based trading strategy with social sentiment for the stock market
| Â | SARIMA | ES | SVR | ELM | BPNN | LSTM | TCN |
|---|---|---|---|---|---|---|---|
MAE | 4.4051 | 4.2063 | 3.5062 | 3.3520 | 2.4389 | 2.8545 | 2.2961 |
RMSE | 5.7473 | 5.4348 | 4.3640 | 3.5306 | 2.7734 | 3.2071 | 2.8030 |
MAPE (%) | 12.5363 | 11.9055 | 9.4956 | 8.2887 | 6.3553 | 6.4840 | 6.1561 |
SARIMA-X | EX-X | SVR-X | ELM-X | BPNN-X | LSTM-X | TCN-X | Proposed approach |
|---|---|---|---|---|---|---|---|
2.9649 | 2.4770 | 1.9997 | 2.1578 | 2.0351 | 1.8782 | 1.9747 | 1.4862 |
3.1638 | 2.6957 | 2.3961 | 2.6034 | 2.2772 | 2.2573 | 2.2243 | 1.7914 |
7.2819 | 6.0349 | 5.0831 | 5.6970 | 4.9135 | 4.7919 | 4.7718 | 3.4967 |