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Financial Innovation

Table 2 Structural breakpoints in the AIRO index returns, as detected by the ICSS algorithm

From: A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting

No

Break point

Time period

Variance

  

2017/12/19–2018/2/1

 

1

2018/2/1

2018/2/2–2018/4/9

1.2705

2

2018/4/9

2018/4/10–2018/8/3

0.7396

3

2018/8/3

2018/8/4–2019/1/25

1.6029

4

2019/1/25

2019/1/26–2020/2/21

0.8942

5

2020/2/21

2020/2/22–2020/5/13

3.4373

6

2020/5/13

2020/5/14–2021/7/26

1.2177

  1. This paper employs the modified version of the ICSS algorithm to detect the structural breakpoints. The specific sample periods are from 2017/12/19 to 2021/7/26
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