Research Article
A Hybrid Approach by Integrating Brain Storm Optimization Algorithm with Grey Neural Network for Stock Index Forecasting
Table 1
Statistical characteristics of the three stock indices.
| | Index | Variable | Number | Minimum | Maximum | Mean | Std.a | Skewness | Kurtosis |
| | SSE Composite Index | OP | 66 | 2148.15 | 2464.92 | 2338.63 | 74.2912 | −0.466 | −0.056 | | CP | 66 | 2148.45 | 2460.69 | 2342.81 | 70.0056 | −0.448 | 0.088 | | HP | 66 | 2132.63 | 2444.63 | 2322.36 | 74.6363 | −0.457 | −0.158 | | LP | 66 | 2164.32 | 2478.38 | 2358.21 | 69.0148 | −0.385 | 0.114 | | TV | 66 | 45859524.00 | 179786032.00 | 87257856.18 | 24217788.4145 | 1.139 | 2.822 |
| | Shenzhen Composite Index | OP | 66 | 811.14 | 1014.16 | 918.76 | 52.33264 |
−0.288 | −0.970 | | CP | 66 | 813.99 | 1010.46 | 921.17 | 51.00838 | −0.352 | −0.889 | | HP | 66 | 797.17 | 996.81 | 909.91 | 52.98899 | −0.380 | −0.938 | | LP | 66 | 817.78 | 1020.29 | 929.26 | 50.19085 | −0.272 | −0.980 | | TV | 66 | 31650934.00 | 123093328.00 | 61848462.18 | 17652160.18852 | 0.759 | 1.338 |
| | HuShen 300 Index | OP | 66 | 2274.35 | 2694.48 | 2528.56 | 96.66418 | −0.606 | 0.190 | | CP | 66 | 2276.39 | 2681.07 | 2533.82 | 90.90981 | −0.604 | 0.332 | | HP | 66 | 2254.57 | 2660.96 | 2508.58 | 97.34628 | −0.613 | 0.059 | | LP | 66 | 2291.89 | 2705.75 | 2553.97 | 89.09531 | −0.572 | 0.467 | | TV | 66 | 30527144.00 | 108426536.00 | 53832080.73 | 15420163.9229 | 1.199 | 2.328 |
|
|
Std. refers to the standard deviation.
|
