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Financial Innovation

Table 7 Forecasting error and ranking of models with sentiment index

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

Indicators

SARIMA-X

ES-X

SVR-X

ELM-X

BPNN-X

LSTM-X

TCN-X

Proposed approach

MAE

2.2

2.22

2.15

2.37

2.01

1.8

1.55

1.4

RMSE

2.6

2.46

2.39

2.97

2.27

2.11

2.31

2

MAPE (%)

6.56

6.54

6.35

6.97

5.92

5.42

4.58

3.82

Rank

7

6

5

8

4

3

2

1

  1. Bold represents the smallest error or best performance
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