Research Article
Research on Risk Identification System Based on Random Forest Algorithm-High-Order Moment Model
Table 4
Basic information of yield.
| Classification | C000768 | C000897 | C600313 | C600416 | C600728 | C600737 |
| Mean | 0.000 | −0.001 | 0.000 | −0.001 | 0.001 | 0.000 | Median | 0.000 | 0.000 | 0.000 | −0.002 | 0.001 | 0.000 | Maximum | 0.100 | 0.102 | 0.102 | 0.100 | 0.100 | 0.100 | Minimum | −0.100 | −0.100 | −0.101 | −0.100 | −0.100 | −0.099 | Sd | 0.022 | 0.026 | 0.032 | 0.029 | 0.029 | 0.022 | Skew | 0.108 | 0.253 | 0.595 | −0.107 | 0.224 | 0.124 | Kurt | 5.697 | 6.261 | 5.454 | 4.954 | 5.430 | 7.131 | JB | 146.064 | 217.272 | 148.451 | 77.086 | 121.848 | 341.889 | value | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | Normality | Non | Non | Non | Non | Non | Non |
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