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	−9.9940𝑒−4	−4.3613𝑒−5	2.2083𝑒−4	−7.4974𝑒−5	−2.0295𝑒−4	−4.9588𝑒−4
Variance	8.3044𝑒−4	1.1969𝑒−3	9.5615𝑒−4	1.0991𝑒−3	1.1038𝑒−3	1.2144𝑒−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	−0.08211	−0.1327	−0.2057	−0.1227	−0.1101	−0.1073
Maximum	0.1525	0.1340	0.2815	0.1589	0.1250	0.1597