Table 4 DM statistical testing.

From: How to price a dataset: a deep learning framework for data monetization with alternative data

Model

Statistics

MLP

MLR

Lasso

DT

SVR

RF

GBDT

KNN

LSTM

MLR

DM

2.1468

        
 

p value

0.0327

        

Lasso

DM

6.6999

1.7964

       
 

p value

0.0000

0.0735

       

DT

DM

2.5278

1.9768

2.6904

      
 

p value

0.0120

0.0490

0.0076

      

SVR

DM

9.8531

1.5245

6.6408

5.9888

     
 

p value

0.0000

0.1285

0.0000

0.0000

     

RF

DM

1.8129

2.2082

11.7276

4.1610

13.9777

    
 

p value

0.0709

0.0280

0.0000

0.0000

0.0000

    

GBDT

DM

0.5147

2.1259

9.2717

2.7080

11.8105

6.1548

   
 

p value

0.6072

0.0344

0.0000

0.0072

0.0000

0.0000

   

KNN

DM

3.9512

1.9175

2.7687

0.6038

6.8364

6.4763

4.5025

  
 

p value

0.0001

0.0562

0.0060

0.5465

0.0000

0.0000

0.0000

  

LSTM

DM

4.4679

1.9002

4.0846

1.0317

8.2878

9.3884

7.0814

0.4102

 
 

p value

0.0000

0.0584

0.0001

0.3031

0.0000

0.0000

0.0000

0.6820

 

LGBM

DM

2.8854

2.2295

11.5785

4.4771

13.7249

1.9592

6.0502

6.9108

9.1490

 

p value

0.0042

0.0266

0.0000

0.0000

0.0000

0.0511

0.0000

0.0000

0.0000