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 |