Table 15 The results of AR
From: A hybrid model for stock price prediction based on multi-view heterogeneous data
Code | Buy and hold (%) | Randomly buy (%) | Momentum trading (%) | ARIMA (%) | SVMMD (%) | SVMDR (%) | SVMFN (%) | SVMMV (%) | MVL-SVMMD (%) | MVL-SVMDR (%) |
|---|---|---|---|---|---|---|---|---|---|---|
600000 | 0.77 | 1.76 | 13.19 | − 14.75 | 12.27 | − 1.36 | 11.53 | − 0.43 | 60.89 | 54.69 |
600009 | 25.67 | − 3.44 | 29.81 | 16.19 | 1.82 | − 0.32 | 7.57 | 37.94 | 88.14 | 73.31 |
600016 | − 4.5 | 8.37 | 13.17 | − 2.85 | 10.8 | 0.00 | − 3.06 | 0.00 | 39.47 | 47.86 |
600028 | − 5.23 | 1.05 | 0.97 | − 4.51 | 0.00 | 2.83 | 0.02 | 0.00 | 36.16 | 43.91 |
600030 | 38.63 | 56.15 | 27.87 | 34.78 | − 0.56 | 26.5 | 38.63 | 45.33 | 140.03 | 145.39 |
600031 | 94.73 | 14.86 | 25.92 | 87.94 | 87.37 | 31.65 | 64.13 | 99.3 | 162.42 | 163.53 |
600036 | 47.14 | 49.32 | 33.41 | 8.64 | 24.58 | 31.12 | 0.00 | 36.73 | 113.32 | 123.54 |
600048 | 13.4 | 44.12 | − 4.23 | 1.08 | − 0.71 | − 4.93 | 0.00 | 29.64 | 82.01 | 97.2 |
600050 | − 20.99 | − 9.15 | − 19.48 | − 23.3 | − 13.12 | − 1.88 | 0.00 | − 11.75 | 57.13 | 55.83 |
600104 | 39.11 | − 10.98 | 0.20 | 15.38 | 0.00 | 14.3 | 60.1 | 0.00 | 127.89 | 146.28 |
600196 | 68.75 | 75.89 | 66.05 | 60.59 | 5.73 | 3.12 | 38.55 | 93.8 | 194.91 | 215.02 |
600276 | 49.17 | 29.02 | 12.77 | − 25.29 | 48.51 | 22.21 | 53.02 | 49.17 | 27.9 | 35.56 |
600309 | 115.02 | 75.66 | 37.87 | 57.62 | 64.01 | 89.95 | 87.47 | 133.92 | 138.37 | 173.9 |
600519 | 78.7 | 31.82 | 60.15 | 46.43 | 17.77 | 7.77 | 19.82 | 0.00 | 141.45 | 137.03 |
600547 | − 4.83 | − 3.2 | − 55.29 | 69.5 | 17.39 | − 6.69 | 5.37 | − 14.03 | 108.19 | 107.73 |
600570 | 54.52 | − 13.43 | 56.66 | 28.16 | 18.08 | 21.4 | − 3.59 | 39.22 | 91.48 | 84.94 |
600585 | − 2.77 | − 3.17 | − 25.14 | − 4.15 | 8.34 | − 1.89 | 1.67 | − 2.77 | 94.09 | 95.22 |
600588 | 39.63 | − 17.63 | 11.85 | 42.16 | 7.98 | 25.93 | 23.35 | 12.29 | 110.06 | 128.04 |
600703 | 29.08 | − 19.47 | 3.81 | 49.06 | − 11.77 | − 4.76 | 0.00 | 0.00 | 99.73 | 142.35 |
600837 | 2.55 | 33.56 | − 9.77 | 9.75 | 3.8 | 44.9 | 0.00 | 0.00 | 88.16 | 99.38 |
600887 | 56.9 | 24.59 | 10.81 | 39.77 | 56.9 | 36.75 | 45.26 | 56.9 | 101.18 | 109.99 |
601012 | 178.83 | 110.53 | 114.29 | 85.33 | 14.32 | 89.63 | 69.34 | 68.1 | 232.5 | 229.57 |
601088 | 26.29 | 11.29 | 17.15 | 20.02 | 10.39 | − 12.25 | 29.79 | − 3.31 | 72.23 | 65.45 |
601166 | 42.14 | 17.43 | 37.51 | 12.58 | − 2.38 | 24.01 | 11.78 | 0.00 | 107.99 | 103.58 |
601186 | − 24.53 | − 8.9 | − 14.08 | − 25.99 | − 4.36 | 0.00 | − 36.59 | 0.00 | 39.43 | 40.72 |
601211 | 12.48 | − 24.59 | 10.09 | 25.78 | 13.2 | − 9.78 | 22.91 | 3.07 | 100.33 | 98.84 |
601288 | − 3.96 | − 8.23 | 5.25 | − 15.67 | 0.00 | − 13.03 | 0.00 | 0.00 | 22.51 | 21.77 |
601318 | 35.91 | − 4.73 | 25.48 | 15.75 | 24.23 | 19.62 | 36.29 | 0.00 | 114.76 | 127.85 |
601336 | 48.83 | 45.88 | 27.97 | − 35.75 | 20.68 | 28.81 | − 2.43 | 64.67 | 139.06 | 144.92 |
601398 | 2.91 | 0.92 | 2.94 | 4.84 | − 2.24 | 8.29 | 0.00 | 0.00 | 39.31 | 46.34 |
601601 | 50.44 | 37.16 | 27.54 | 64.93 | 33.26 | − 14.58 | 24.61 | 0.00 | 103.87 | 106.68 |
601628 | 54.51 | 28.46 | 46.22 | 80.05 | 31.29 | − 18.1 | 0.00 | 35.55 | 115.2 | 165.74 |
601668 | − 2.23 | 9.29 | − 6.55 | 31.31 | 5.57 | 2.8 | 0.00 | 0.00 | 46.3 | 56.07 |
601688 | 5.98 | − 27.16 | − 5.74 | 3.76 | 5.25 | 3.17 | 30.54 | 44.15 | 83.76 | 108.09 |
601818 | 22.36 | − 9.42 | 26.70 | 42.37 | 17.11 | 19.56 | 11.12 | 0.00 | 81.37 | 76.88 |
601857 | − 9.81 | − 22.2 | − 0.83 | − 5.35 | 0.00 | − 0.58 | 0.00 | 0.00 | 40.95 | 42.02 |
603288 | 82.2 | 53.04 | 38.73 | 0.00 | 4.07 | 98.2 | 64.75 | 99.75 | 132.33 | 142.34 |