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

Table 7

Prediction correlation matrix.

CC	600000	600010	600015	600016	600019	600028	600030	600031	600036	600048
600000	1	0.9119	0.9776	0.9497	0.9388	0.9656	0.9447	0.9427	0.9766	0.9736
600010	0.9119	1	0.9477	0.9318	0.9209	0.9298	0.9020	0.8960	0.9030	0.9318
600015	0.9776	0.9477	1	0.9825	0.9646	0.9835	0.9467	0.9408	0.9716	0.9825
600016	0.9497	0.9318	0.9825	1	0.9437	0.9666	0.9050	0.8940	0.9547	0.9597
600019	0.9388	0.9209	0.9646	0.9437	1	0.9766	0.9587	0.9716	0.9358	0.9527
600028	0.9656	0.9298	0.9835	0.9666	0.9766	1	0.9597	0.9557	0.9567	0.9756
600030	0.9447	0.9020	0.9467	0.9050	0.9587	0.9597	1	0.9776	0.9408	0.9696
600031	0.9427	0.8960	0.9408	0.8940	0.9716	0.9557	0.9776	1	0.9318	0.9487
600036	0.9766	0.9030	0.9716	0.9547	0.9358	0.9567	0.9408	0.9318	1	0.9746
600048	0.9736	0.9318	0.9825	0.9597	0.9527	0.9756	0.9696	0.9487	0.9746	1