Volatility Degree Forecasting of Stock Market by Stochastic Time Strength Neural Network

Table 5

Statistical metrics for testing data with different values of 𝑞.

Index	SSE			SZSE			HSI
𝑞	DS	CP	CD	DS	CP	CD	DS	CP	CD
𝑞1=0.0119	49.25	41.94	55.56	44.38	36.23	50.55	46.33	46.67	45.98
𝑞2=0.0122	49.62	41.94	56.34	44.30	34.62	50.67	46.59	47.19	45.98
𝑞3=0.0125	50.38	42.62	57.14	44.09	35.82	50.00	47.37	47.67	47.06
𝑞4=0.0128	51.16	44.07	57.14	43.95	36.76	50.00	47.31	46.99	47.62
𝑞5=0.0131	52.00	44.64	57.97	44.81	36.92	50.56	46.34	45.68	46.99
𝑞6=0.0134	51.24	43.40	57.35	46.95	38.10	51.76	46.01	45.68	46.34
𝑞7=0.0200	46.51	36.84	54.17	46.25	36.36	53.19	47.82	52.78	42.42
Index	DJIA			IXIC			S&P 500
𝑞	DS	CP	CD	DS	CP	CD	DS	CP	CD
𝑞1=0.0119	48.33	47.76	49.06	52.80	52.87	52.70	45.31	43.66	47.37
𝑞2=0.0122	45.61	44.44	47.06	51.59	50.00	53.42	44.44	43.48	45.61
𝑞3=0.0125	44.55	42.37	47.06	51.95	51.22	52.78	44.44	43.48	45.61
𝑞4=0.0128	44.95	43.10	47.32	52.00	51.85	52.17	46.72	45.45	48.21
𝑞5=0.0131	45.04	42.37	48.08	51.01	51.25	50.72	47.50	46.15	49.09
𝑞6=0.0134	44.95	42.11	47.06	51.39	51.28	51.52	48.28	47.54	49.09
𝑞7=0.0200	45.61	41.38	50.00	42.11	36.11	47.50	45.16	38.71	51.61