Table 3

MDM test results of benchmark analysis

Comparisonp − value of the MDM test
#67 vs RW0.042
#67 vs AR<0.001
#67 vs AR-GARCH<0.001
#67 vs SVR0.029
#67 vs RT0.018
#67 vs LSTM0.135

Source(s): Elaborated by the authors

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