Table 14 The average AR, ASR, MDD and AV of different strategies
From: A hybrid model for stock price prediction based on multi-view heterogeneous data
Strategy | AR (%) | ASR | MDD (%) | AV (%) |
|---|---|---|---|---|
Buy and hold | 33.45 | 0.86 | 19.59 | 31.52 |
Randomly buy | 15.53 | 0.51 | 15.29 | 22.63 |
Momentum trading | 17.39 | 0.63 | 16.31 | 24.94 |
ARIMA | 21.52 | 0.67 | 14.42 | 22.54 |
SVMMD | 14.31 | 0.83 | 7.68 | 14.18 |
SVMDR | 15.20 | 0.49 | 12.70 | 18.92 |
SVMFN | 19.24 | 0.75 | 10.68 | 16.66 |
SVMMV | 24.79 | 0.90 | 8.21 | 14.89 |
MVL-SVMMD | 96.62 | 4.73 | 6.57 | 20.58 |
MVL-SVMDR | 104.26 | 4.75 | 6.76 | 21.84 |