Forecasting Crude Oil Price and Stock Price by Jump Stochastic Time Effective Neural Network Model

Table 4

Returns statistics of the real data.

	SHCI	SZCI	SZPI	Daqing	Shengli	SINOPEC
Mean	7.6353𝑒−4	1.2217𝑒−3	8.7236𝑒−4	6.8830𝑒−4	8.4244𝑒−4	1.5475𝑒−3
Variance	3.3633𝑒−4	3.9532𝑒−4	3.6080𝑒−4	6.3243𝑒−4	7.9565𝑒−4	7.4543𝑒−4
Skewness	−0.0779	−0.1274	−0.3832	−0.1276	−0.0643	0.3245
Kurtosis	3.1675	2.4920	2.2832	3.1553	1.8875	2.4495
Minimum	−0.0884	−0.0932	−0.0844	−0.1352	−0.1263	−0.1030
Maximum	0.0954	0.0963	0.0843	0.1323	0.1146	0.1015