Volatility Degree Forecasting of Stock Market by Stochastic Time Strength Neural Network

Table 1

Measures of training and testing samples for indexes with different values of 𝑞.

Index	SSE		SZSE		HSI		DJIA		IXIC		S&P 500
𝑞	Train	Test	Train	Test	Train	Test	Train	Test	Train	Test	Train	Test
𝑞0=0.0000	2418	274	2418	274	2468	279	2515	286	2513	285	2524	286
𝑞1=0.0119	1461	135	1569	161	1356	178	1003	121	1448	162	1074	129
𝑞2=0.0122	1432	135	1541	158	1317	177	960	115	1413	158	1036	127
𝑞3=0.0125	1388	132	1510	158	1279	172	920	110	1396	155	1009	127
𝑞4=0.0128	1372	130	1480	157	1241	168	885	109	1364	151	994	123
𝑞5=0.0131	1352	126	1449	155	1203	165	844	109	1329	150	960	121
𝑞6=0.0134	1325	122	1419	149	1171	164	819	108	1303	145	938	117
𝑞7=0.0200	796	43	926	81	662	70	426	58	786	77	456	63
𝑞8=0.0250	520	30	649	46	416	46	254	30	528	45	285	42