Inexact SA Method for Constrained Stochastic Convex SDP and Application in Chinese Stock Market

Table 4

Prediction correlation matrix.

CC	002001	002003	002004	002005	002006	002007	002008	002009	002010	002011
002001	1	0.9597	0.0690	0.8547	0.9343	0.9042	0.9003	0.4002	0.9128	0.8682
002003	0.9597	1	0.0681	0.8080	0.9129	0.9003	0.9110	0.6429	0.8139	0.9120
002004	0.0690	0.0681	1	0.2535	0.1418	0.2719	0.2700	0.4429	0.1797	0.1379
002005	0.8547	0.8080	0.2535	1	0.8080	0.8139	0.8896	0.5691	0.9100	0.8741
002006	0.9343	0.9129	0.1418	0.8080	1	0.8517	0.8964	0.5837	0.8255	0.8888
002007	0.9042	0.9003	0.2719	0.8139	0.8517	1	0.8624	0.5235	0.8381	0.8430
002008	0.9003	0.9110	0.2700	0.8896	0.8964	0.8624	1	0.6828	0.8517	0.9168
002009	0.4002	0.6429	0.4429	0.5691	0.5837	0.5235	0.6828	1	0.4691	0.7216
002010	0.9128	0.8139	0.1797	0.9100	0.8255	0.8381	0.8517	0.4691	1	0.8430
002011	0.8682	0.9120	0.1379	0.8741	0.8886	0.8430	0.9168	0.7216	0.8430	1