Table 2.

p-values from pair-wise comparisons between the AUC-ROCs on the testing sets: 1) RNN versus ElasticNet, 2) NN versus ElasticNet. Three methods of comparing classifier performance were applied, namely Net Reclas sification Improvement (NRI), Integrated Discrimination Improvement (IDI) and pauc⁴³. p-values below 0.05 are considered significant, indicating statistically significant improvement in classification performance using RNN over ElasticNet, etc.

Number of Days	RNN vs. ElasticNet Neural Network vs. ElasticNet
	NRI	IDI	pAUC	NRI	IDI	pAUC
1	0.71	0.53	0.84	0.96	0.91	0.98
2	0.96	0.77	0.98	0.22	0.21	0.52
3	0.21	0.21	0.78	0.14	0.13	0.47
4	0.09	0.08	0.54	0.09	0.08	0.42
5	0.88	0.87	0.94	0.36	0.41	0.60
6	0.04	0.02	0.28	0.03	0.008	0.14
7	0.02	0.006	0.16	0.05	0.03	0.16
8	0.04	0.02	0.25	0.07	0.05	0.30
9	0.07	0.05	0.32	0.13	0.12	0.36
10	0.13	0.12	0.49	0.41	0.54	0.67
11	0.41	0.41	0.56	0.12	0.12	0.35
12	0.41	0.40	0.56	0.18	0.2	0.49
13	0.49	0.50	0.64	0.29	0.41	0.46
14	0.14	0.14	0.43	0.94	0.80	0.97
15	0.14	0.13	0.42	0.33	0.42	0.62