Open Access

Table 6

The MAPE values by ensemble models with news sentiment index on WTI crude oil daily prices.

With news sentiment index CEEMDAN
Horizon LSTM_att SVR AdaBoost RF
One 0.0065 0.0291 0.0276 0.0173
Two 0.0116 0.0306 0.0312 0.0221
Three 0.0129 0.0311 0.0359 0.0262
Four 0.0143 0.0321 0.0411 0.0322
Five 0.0208 0.0337 0.0427 0.0359
Six 0.0231 0.0347 0.0461 0.0398

Note: The values in bold signify the minimum MAPE or RMSE values of different models for each horizon.

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