Table 6 Paired t-test results for ASRM against ASM and GD across datasets, showing mean difference, t-value, p-value, and significance (p < 0.05).
From: Application of regularized covariance matrices in logistic regression and portfolio optimization
Dataset | Comparison | Mean Difference (±SD) | t-value | p-value | Significance |
|---|---|---|---|---|---|
SENTIMENT | ASRM vs ASM | \(0.3846 \pm 0.0476\) | 43.5274 | 0.0000 | Significant (p < 0.05) |
ASRM vs GD | \(0.1785 \pm 0.0307\) | 31.2731 | 0.0000 | Significant (p < 0.05) | |
IFLYTEK | ASRM vs ASM | \(0.1841 \pm 0.0203\) | 48.7876 | \(2.1727 \times 10^{-29}\) | Significant (p < 0.05) |
ASRM vs GD | \(0.0224 \pm 0.0247\) | 4.8858 | \(3.4841 \times 10^{-5}\) | Significant (p < 0.05) | |
TNEWS | ASRM vs ASM | \(0.1475 \pm 0.0288\) | 27.6002 | \(2.2782 \times 10^{-22}\) | Significant (p < 0.05) |
ASRM vs GD | \(-0.0178 \pm 0.0266\) | -3.5973 | \(1.1791 \times 10^{-3}\) | Significant (p < 0.05) | |
SHOPPING | ASRM vs ASM | \(0.8974 \pm 0.0177\) | 273.1196 | 0.0000 | Significant (p < 0.05) |
ASRM vs GD | \(0.7539 \pm 0.0340\) | 119.3108 | 0.0000 | Significant (p < 0.05) |
