Table 1: Data selection.

IndexDate sets Total number Hidden number Learning rate

SSE 16/03/2006~19/03/2014 2000 9 0.001
TWSE 09/02/2006~19/03/2014 2000 12 0.001
KOSPI 20/02/2006~19/03/2014 2000 10 0.05
Nikkei225 27/01/2006~19/03/2014 2000 10 0.01