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 |