Advantages of Combining Factorization Machine with Elman Neural Network for Volatility Forecasting of Stock Market

Table 2

Numbers of data distributed in training data and testing data under different threshold values .

Threshold	S&P 500		DJIA		SSEC		SZI
	Training	Testing	Training	Testing	Training	Testing	Training	Testing
0	2010	1009	2018	1009	1925	976	1926	976
0.003	1415	777	1426	756	1485	785	1520	824
0.006	987	585	945	544	1105	643	1190	688
0.009	663	455	622	431	817	520	923	562
0.012	447	350	418	327	615	411	688	462