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

Table 6

Closing price of big-cap stocks.

CP	002001	002003	002004	002005	002006	002007	002008	002009	002010	002011
6.3	9.840	4.790	10.71	10.38	4.81	6.740	12.990	9.280	13.770	12.350
6.4	9.740	4.730	10.70	10.28	4.77	6.730	12.740	9.160	13.750	12.180
6.5	9.650	4.770	10.59	10.10	4.76	6.710	12.880	9.060	13.360	12.150
6.6	9.450	4.700	10.39	10.00	4.71	6.710	12.720	9.040	13.180	11.760
6.7	9.350	4.560	10.26	9.990	4.66	6.600	12.120	8.840	13.170	11.520
6.13	9.020	4.300	9.990	9.880	4.53	6.390	11.350	8.340	12.320	11.000
6.14	9.020	4.500	10.06	9.960	4.55	6.290	11.340	8.310	12.210	11.070
6.17	9.010	4.620	10.03	9.910	4.51	6.350	11.120	8.160	12.100	10.970
6.18	9.070	4.590	10.10	9.950	4.33	6.350	11.220	8.140	12.200	11.120
6.19	8.890	4.560	9.960	9.750	4.28	4.680	11.150	8.110	11.980	10.940
6.20	8.420	4.340	9.520	9.290	4.17	4.500	10.820	7.940	11.470	10.610
6.21	8.280	4.370	9.480	9.450	4.15	4.450	11.050	7.730	11.710	10.590
6.24	7.520	4.060	8.690	8.510	4.05	4.210	10.090	7.480	10.930	9.5300
6.25	7.800	3.960	8.690	8.440	4.03	4.190	10.000	7.540	10.920	9.3000
6.26	7.770	3.930	8.580	8.300	3.92	4.100	9.9900	7.490	10.660	9.3100
6.27	7.880	4.230	8.660	8.210	3.92	4.110	9.8400	7.450	10.920	9.3300
6.28	8.280	4.100	9.020	8.570	3.93	4.180	10.130	7.510	11.600	9.9100
7.1	8.170	4.030	8.920	8.590	3.91	4.270	10.180	7.420	11.380	9.9900
7.2	8.150	3.990	8.880	8.480	3.92	4.240	10.190	7.280	11.210	9.8700
7.3	8.040	3.940	8.680	8.440	3.94	4.250	9.9700	7.060	11.350	9.6600