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

Financial Innovation

Table 8 Results of the Wilcoxon signed rank test and the SPA test

	SARIMA-X	ES-X	SVR-X	ELM-X	BPNN-X	LSTM-X	TCN-X	Proposed approach
Panel A: The Wilcoxon signed rank test
SARIMA-X		0.0000	0.0000	0.0000	0.0000	0.0000	0.0000	0.0000
ES-X			0.0003	0.0000	0.0000	0.0000	0.0000	0.0000
SVR-X				0.0004	0.0000	0.0000	0.0000	0.0000
ELM-X					0.0000	0.0015	0.0000	0.0000
BPNN-X						0.0000	0.0000	0.0000
LSTM-X							0.0007	0.0000
TCN-X								0.0000
Panel B: The SPA test
SARIMA-X		0.0000	0.0000	1.0000	0.0000	0.0000	0.0000	0.0000
ES-X	1.0000		0.0000	1.0000	0.0000	0.0000	0.0000	0.0000
SVR-X	1.0000	1.0000		1.0000	0.0000	0.0000	0.0000	0.0000
ELM-X	0.0000	0.0000	0.0000		0.0000	0.0040	0.0000	0.0000
BPNN-X	1.0000	1.0000	1.0000	1.0000		0.0000	0.0000	0.0000
LSTM-X	1.0000	1.0000	1.0000	1.0000	1.0000		0.0000	0.0000
TCN-X	1.0000	1.0000	1.0000	1.0000	1.0000	1.0000		0.0000
Proposed approach	1.0000	1.0000	1.0000	1.0000	1.0000	1.0000	1.0000