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Table 15 Performance of the models with four Chinese stock data (with sentiment index)

From: An interval constraint-based trading strategy with social sentiment for the stock market

  

SARIMA-X

ES-X

SVR-X

ELM-X

BPNN-X

LSTM-X

TCN-X

Proposed approach

Kweichou

Maotai

MAE

49.84

50.77

53.70

46.72

46.30

46.34

40.85

37.68

RMSE

59.17

59.62

62.82

57.21

55.22

59.54

49.40

43.33

MAPE

2.73

2.71

2.96

2.57

2.48

2.51

2.23

1.94

Shanghai

Airport

MAE

1.45

1.35

1.36

1.52

1.28

1.21

1.14

1.17

RMSE

1.83

1.71

1.72

1.92

1.64

1.61

1.52

1.51

MAPE

2.87

2.66

2.67

2.98

2.51

2.35

2.21

2.16

Commercial Bank

of China

MAE

1.06

1.10

1.08

0.89

0.89

0.88

0.84

0.75

RMSE

1.35

1.43

1.43

1.24

1.17

1.22

1.17

0.95

MAPE

2.71

2.80

2.74

2.22

2.27

2.20

2.11

2.06

Zhongxing

Telecom Equipment

MAE

1.90

1.82

1.45

2.06

1.41

1.86

1.37

0.98

RMSE

2.01

1.92

1.57

2.24

1.51

1.99

1.57

1.32

MAPE

7.87

7.56

6.00

8.53

5.87

7.76

5.66

1.97

  1. Bold represents the smallest error or best performance