Research Article
Volatility Degree Forecasting of Stock Market by Stochastic Time Strength Neural Network
Table 5
Statistical metrics for testing data with different values of
.
| Index | SSE | SZSE | HSI | | DS | CP | CD | DS | CP | CD | DS | CP | CD |
| | 49.25 | 41.94 | 55.56 | 44.38 | 36.23 | 50.55 | 46.33 | 46.67 | 45.98 | | 49.62 | 41.94 | 56.34 | 44.30 | 34.62 | 50.67 | 46.59 | 47.19 | 45.98 | | 50.38 | 42.62 | 57.14 | 44.09 | 35.82 | 50.00 | 47.37 | 47.67 | 47.06 | | | 44.07 | 57.14 | 43.95 | 36.76 | 50.00 | 47.31 | 46.99 | 47.62 | | | 44.64 | 57.97 | 44.81 | 36.92 | 50.56 | 46.34 | 45.68 | 46.99 | | | 43.40 | 57.35 | 46.95 | 38.10 | 51.76 | 46.01 | 45.68 | 46.34 | | 46.51 | 36.84 | 54.17 | 46.25 | 36.36 | 53.19 | 47.82 | 52.78 | 42.42 |
| Index | DJIA | IXIC | S&P 500 | | DS | CP | CD | DS | CP | CD | DS | CP | CD |
| | 48.33 | 47.76 | 49.06 | 52.80 | 52.87 | 52.70 | 45.31 | 43.66 | 47.37 | | 45.61 | 44.44 | 47.06 | 51.59 | 50.00 | 53.42 | 44.44 | 43.48 | 45.61 | | 44.55 | 42.37 | 47.06 | 51.95 | 51.22 | 52.78 | 44.44 | 43.48 | 45.61 | | 44.95 | 43.10 | 47.32 | 52.00 | 51.85 | 52.17 | 46.72 | 45.45 | 48.21 | | 45.04 | 42.37 | 48.08 | 51.01 | 51.25 | 50.72 | 47.50 | 46.15 | 49.09 | | 44.95 | 42.11 | 47.06 | 51.39 | 51.28 | 51.52 | 48.28 | 47.54 | 49.09 | | 45.61 | 41.38 | 50.00 | 42.11 | 36.11 | 47.50 | 45.16 | 38.71 | 51.61 |
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