Table 3 Descriptive statistics from BSE, DJIA, NASDAQ, FTSE, and TAIEX financial time series
From: A chemical-reaction-optimization-based neuro-fuzzy hybrid network for stock closing price prediction
Stock Index | Descriptive statistics | ||||||
|---|---|---|---|---|---|---|---|
Minimum | Maximum | Mean | Standard deviation | Skewness | Kurtosis | Jarque-Bera test statistics | |
BSE | 792.1800 | 1.1024e+ 004 | 4.6235e+ 003 | 2.6947e+ 003 | 0.1154 | 1.7908 | 236.0430(h = 1) |
DJIA | 6.5471e+ 003 | 1.7138e+ 004 | 1.1400e+ 004 | 2.1801e+ 003 | 0.6644 | 3.0512 | 253.8134(h = 1) |
NASDAQ | 1.1141e+ 003 | 4.5982e+ 003 | 2.3858e+ 003 | 709.7888 | 1.0392 | 4.0027 | 764.3663(h = 1) |
FTSE | 3287 | 6.8785e+ 003 | 5.4165e+ 003 | 836.2381 | −0.2837 | 2.1378 | 158.4568(h = 1) |
TAIEX | 3.4463e+ 003 | 1.0202e+ 004 | 6.9835e+ 003 | 1.4846e+ 003 | −0.1776 | 2.0465 | 159.9786(h = 1) |