Table 14 Performance of benchmark models with four Chinese stock data (without sentiment index)

Kweichou

Maotai

MAE

66.48

80.55

67.49

82.87

66.38

50.70

42.60

RMSE

81.70

97.51

79.90

96.82

81.61

62.61

56.80

MAPE

3.51

4.31

3.63

4.55

3.50

2.70

2.36

Shanghai

Airport

MAE

1.99

1.81

1.81

1.60

1.38

1.38

1.30

RMSE

2.39

2.21

2.21

2.10

1.75

1.81

1.70

MAPE

3.97

3.60

3.60

3.12

2.72

2.67

2.52

Commercial Bank

of China

MAE

1.19

1.13

1.14

0.96

0.95

0.95

0.97

RMSE

1.52

1.45

1.47

1.35

1.22

1.29

1.24

MAPE

3.05

2.87

2.91

2.37

2.43

2.35

2.35

Zhongxing

Telecom Equipment

MAE

2.53

2.35

2.11

2.71

2.02

1.88

1.67

RMSE

2.61

2.44

2.20

2.87

2.13

2.01

2.09

MAPE

10.43

9.75

8.75

11.20

8.42

7.85

6.94