Open Access

Table 9

The impact of the news index for LSTM_att.

MAPE
RMSE
LSTM_att + News + News + TFIDF LSTM_att + News + News + TFIDF
One 0.0229 0.0267 0.0228 1.4455 1.7150 1.4597
Two 0.0325 0.0345 0.0310 2.0848 2.3392 2.0890
Three 0.0381 0.0400 0.0374 2.4754 2.7808 2.5367
Four 0.0447 0.0435 0.0437 2.7841 2.9340 2.7411
Five 0.0497 0.0497 0.0483 3.0893 3.3694 3.0208
Six 0.0537 0.0511 0.0538 3.3587 3.3902 3.3317

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

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