Journal of Applied Mathematics / 2012 / Article / Tab 5

Research Article

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

Table 5

Returns statistics of the predictive data.

SHCI SZCI SZPI Daqing Shengli SINOPEC

Mean βˆ’9.9940 𝑒 βˆ’4 βˆ’4.3613 𝑒 βˆ’5 2.2083 𝑒 βˆ’4 βˆ’7.4974 𝑒 βˆ’5 βˆ’2.0295 𝑒 βˆ’4 βˆ’4.9588 𝑒 βˆ’4
Variance 8.3044 𝑒 βˆ’4 1.1969 𝑒 βˆ’3 9.5615 𝑒 βˆ’4 1.0991 𝑒 βˆ’3 1.1038 𝑒 βˆ’3 1.2144 𝑒 βˆ’3
Skewness 0.6257 0.0838 1.0189 0.2120 0.1417 0.5700
Kurtosis 2.6270 2.3022 1.9964 3.1030 2.0811 1.7350
Minimum βˆ’0.08211 βˆ’0.1327 βˆ’0.2057 βˆ’0.1227 βˆ’0.1101 βˆ’0.1073
Maximum 0.1525 0.1340 0.2815 0.1589 0.1250 0.1597

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