Research Article
Volatility Degree Forecasting of Stock Market by Stochastic Time Strength Neural Network
Table 1
Measures of training and testing samples for indexes with different values of
.
| Index | SSE | SZSE | HSI | DJIA | IXIC | S&P 500 | | Train | Test | Train | Test | Train | Test | Train | Test | Train | Test | Train | Test |
| | 2418 | 274 | 2418 | 274 | 2468 | 279 | 2515 | 286 | 2513 | 285 | 2524 | 286 | | 1461 | 135 | 1569 | 161 | 1356 | 178 | 1003 | 121 | 1448 | 162 | 1074 | 129 | | 1432 | 135 | 1541 | 158 | 1317 | 177 | 960 | 115 | 1413 | 158 | 1036 | 127 | | 1388 | 132 | 1510 | 158 | 1279 | 172 | 920 | 110 | 1396 | 155 | 1009 | 127 | | 1372 | 130 | 1480 | 157 | 1241 | 168 | 885 | 109 | 1364 | 151 | 994 | 123 | | 1352 | 126 | 1449 | 155 | 1203 | 165 | 844 | 109 | 1329 | 150 | 960 | 121 | | 1325 | 122 | 1419 | 149 | 1171 | 164 | 819 | 108 | 1303 | 145 | 938 | 117 | | 796 | 43 | 926 | 81 | 662 | 70 | 426 | 58 | 786 | 77 | 456 | 63 | | 520 | 30 | 649 | 46 | 416 | 46 | 254 | 30 | 528 | 45 | 285 | 42 |
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