Journal of Applied Mathematics / 2012 / Article / Tab 4

Research Article

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 7.6353 𝑒 βˆ’4 1.2217 𝑒 βˆ’3 8.7236 𝑒 βˆ’4 6.8830 𝑒 βˆ’4 8.4244 𝑒 βˆ’4 1.5475 𝑒 βˆ’3
Variance 3.3633 𝑒 βˆ’4 3.9532 𝑒 βˆ’4 3.6080 𝑒 βˆ’4 6.3243 𝑒 βˆ’4 7.9565 𝑒 βˆ’4 7.4543 𝑒 βˆ’4
Skewness βˆ’0.0779 βˆ’0.1274 βˆ’0.3832 βˆ’0.1276 βˆ’0.0643 0.3245
Kurtosis 3.1675 2.4920 2.2832 3.1553 1.88752.4495
Minimum βˆ’0.0884 βˆ’0.0932 βˆ’0.0844 βˆ’0.1352 βˆ’0.1263βˆ’0.1030
Maximum 0.0954 0.0963 0.0843 0.1323 0.1146 0.1015

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