Open Access

Table 7

The RMSE 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 0.4014 1.7183 1.9010 1.1280
Two 0.7587 1.8312 2.1330 1.4607
Three 0.8485 1.8882 2.3769 1.7392
Four 0.9055 1.9808 2.6660 2.1096
Five 1.3654 2.1267 2.8289 2.3699
Six 1.4562 2.2093 3.0841 2.6136

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

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