An integrated new threshold FCMs Markov chain based forecasting model for analyzing the power of stock trading trend

Ganesan, Kavitha; Annamalai, Udhayakumar; Deivanayagampillai, Nagarajan

doi:10.1186/s40854-019-0150-4

Financial Innovation

Table 5 Sample result for IBM stock dataset using jump analysis method

From: An integrated new threshold FCMs Markov chain based forecasting model for analyzing the power of stock trading trend

Sample Threshold Values of ‘φ’	Output Pattern ‘Y’	Final Vector	Rank	Output Pattern ‘Y’	Final Vector	Rank
Sample Threshold Values of ‘φ’	for N = 6	for \( \left(1\kern0.5em 0\kern0.5em 0\kern0.5em 0\kern0.5em 0\kern0.5em 0\right) \)	5–0	for N = 8	for \( \left(1\kern0.5em 0\kern0.5em 0\kern0.5em 0\kern0.5em 0\kern0.5em 0\kern0.5em 0\kern0.5em 0\right) \)	5–0
0.0078125	\( \left\{\downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \right\} \)	\( \left(1\kern0.5em 1\kern0.5em 1\kern0.5em 0\kern0.5em 0\kern0.5em 0\right) \)	4	\( \left\{\downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \right\} \)	\( \left(1\kern0.5em 1\kern0.5em 1\kern0.5em 1\kern0.5em 0\kern0.5em 0\kern0.5em 0\kern0.5em 0\right) \)	4
−0.0078125	\( \left\{\downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \right\} \)	\( \left(1\kern0.5em 1\kern0.5em 1\kern0.5em 0\kern0.5em 0\kern0.5em 0\right) \)	4	\( \left\{\downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \right\} \)	\( \left(1\kern0.5em 1\kern0.5em 1\kern0.5em 1\kern0.5em 0\kern0.5em 0\kern0.5em 0\kern0.5em 0\right) \)	4
0.1	\( \left\{\downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \right\} \)	\( \left(1\kern0.5em 1\kern0.5em 1\kern0.5em 0\kern0.5em 0\kern0.5em 0\right) \)	4	\( \left\{\downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \right\} \)	\( \left(1\kern0.5em 1\kern0.5em 1\kern0.5em 1\kern0.5em 0\kern0.5em 0\kern0.5em 0\kern0.5em 0\right) \)	4
−0.1	\( \left\{\downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \right\} \)	\( \left(1\kern0.5em 1\kern0.5em 1\kern0.5em 0\kern0.5em 0\kern0.5em 0\right) \)	4	\( \left\{\downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \right\} \)	\( \left(1\kern0.5em 1\kern0.5em 1\kern0.5em 1\kern0.5em 1\kern0.5em 0\kern0.5em 0\kern0.5em 0\right) \)	5
0.1875	\( \left\{\downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \right\} \)	\( \left(1\kern0.5em 1\kern0.5em 1\kern0.5em 0\kern0.5em 0\kern0.5em 0\right) \)	4	\( \left\{\downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \right\} \)	\( \left(1\kern0.5em 1\kern0.5em 1\kern0.5em 1\kern0.5em 0\kern0.5em 0\kern0.5em 0\kern0.5em 0\right) \)	4
−0.1875	\( \left\{\downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \uparrow \kern0.5em \uparrow \right\} \)	\( \left(1\kern0.5em 1\kern0.5em 1\kern0.5em 1\kern0.5em 0\kern0.5em 0\right) \)	5	\( \left\{\downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \right\} \)	\( \left(1\kern0.5em 1\kern0.5em 1\kern0.5em 1\kern0.5em 1\kern0.5em 0\kern0.5em 0\kern0.5em 0\right) \)	5
0.375	\( \left\{\downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \right\} \)	\( \left(1\kern0.5em 1\kern0.5em 1\kern0.5em 0\kern0.5em 0\kern0.5em 0\right) \)	4	\( \left\{\downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \right\} \)	\( \left(1\kern0.5em 1\kern0.5em 1\kern0.5em 1\kern0.5em 0\kern0.5em 0\kern0.5em 0\kern0.5em 0\right) \)	4
−0.375	\( \left\{\downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \uparrow \kern0.5em \uparrow \right\} \)	\( \left(1\kern0.5em 1\kern0.5em 1\kern0.5em 1\kern0.5em 0\kern0.5em 0\right) \)	5	\( \left\{\downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \right\} \)	\( \left(1\kern0.5em 1\kern0.5em 1\kern0.5em 1\kern0.5em 1\kern0.5em 0\kern0.5em 0\kern0.5em 0\right) \)	5
1.0625	\( \left\{\downarrow \kern0.5em \downarrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \right\} \)	\( \left(1\kern0.5em 1\kern0.5em 0\kern0.5em 0\kern0.5em 0\kern0.5em 0\right) \)	3	\( \left\{\downarrow \kern0.5em \downarrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \right\} \)	\( \left(1\kern0.5em 1\kern0.5em 0\kern0.5em 0\kern0.5em 0\kern0.5em 0\kern0.5em 0\kern0.5em 0\right) \)	3
−1.0625	\( \left\{\downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \uparrow \right\} \)	\( \left(1\kern0.5em 1\kern0.5em 1\kern0.5em 1\kern0.5em 1\kern0.5em 0\right) \)	2	\( \left\{\downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \uparrow \kern0.5em \uparrow \right\} \)	\( \left(1\kern0.5em 1\kern0.5em 1\kern0.5em 1\kern0.5em 1\kern0.5em 1\kern0.5em 0\kern0.5em 0\right) \)	2
2	\( \left\{\uparrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \right\} \)	\( \left(1\kern0.5em 1\kern0.5em 1\kern0.5em 1\kern0.5em 1\kern0.5em 1\right) \)	1	\( \left\{\uparrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \kern0.5em \uparrow \right\} \)	\( \left(1\kern0.5em 1\kern0.5em 1\kern0.5em 1\kern0.5em 1\kern0.5em 1\kern0.5em 1\kern0.5em 1\right) \)	1
−2	\( \left\{\downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \downarrow \right\} \)	\( \left(1\kern0.5em 1\kern0.5em 1\kern0.5em 1\kern0.5em 1\kern0.5em 1\right) \)	1	\( \left\{\downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \downarrow \kern0.5em \downarrow \right\} \)	\( \left(1\kern0.5em 1\kern0.5em 1\kern0.5em 1\kern0.5em 1\kern0.5em 1\kern0.5em 1\kern0.5em 1\right) \)	1

Back to article page