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 | 0.04 | 0.11 | 0.78 | − 1.08 | 2.25 | − 0.10 | 0.95 | − 0.03 | 6.17 | 5.45 |
600009 | 0.79 | − 0.16 | 1.37 | 0.67 | 0.96 | − 1.17 | 0.45 | 1.76 | 3.54 | 3.02 |
600016 | − 0.28 | 0.64 | 1.03 | − 0.23 | 2.10 | 0.00 | − 0.33 | 0.00 | 4.30 | 3.53 |
600028 | − 0.36 | 0.09 | 0.09 | − 0.36 | 0.00 | 0.46 | 0.01 | 0.00 | 4.28 | 5.04 |
600030 | 1.04 | 2.23 | 1.00 | 1.18 | − 1.18 | 0.83 | 1.04 | 2.17 | 4.59 | 4.75 |
600031 | 2.63 | 0.54 | 0.99 | 3.23 | 2.47 | 1.36 | 2.63 | 3.11 | 5.38 | 5.41 |
600036 | 1.68 | 2.09 | 1.56 | 0.41 | 1.16 | 1.74 | 0.00 | 2.08 | 5.43 | 5.85 |
600048 | 0.46 | 2.10 | − 0.18 | 0.06 | − 0.12 | − 0.31 | 0.00 | 1.87 | 4.41 | 5.45 |
600050 | − 0.96 | − 0.63 | − 1.23 | − 1.80 | − 0.68 | − 0.35 | 0.00 | − 1.32 | 5.22 | 5.19 |
600104 | 1.01 | − 0.39 | 0.01 | 0.60 | 0.00 | 0.62 | 2.61 | 0.00 | 4.57 | 5.15 |
600196 | 1.20 | 1.86 | 1.49 | 1.47 | 0.22 | 0.10 | 1.11 | 2.33 | 6.12 | 5.97 |
600276 | 1.62 | 1.39 | 0.50 | − 0.91 | 1.59 | 0.90 | 1.78 | 1.62 | 1.20 | 1.60 |
600309 | 2.81 | 2.68 | 1.24 | 2.09 | 2.22 | 3.03 | 2.91 | 4.65 | 4.90 | 5.15 |
600519 | 2.97 | 1.78 | 3.04 | 2.16 | 2.59 | 0.45 | 1.54 | 0.00 | 7.39 | 7.11 |
600547 | − 0.14 | − 0.13 | − 1.16 | 1.31 | 0.78 | − 0.27 | 0.16 | − 0.53 | 4.48 | 4.26 |
600570 | 1.37 | − 0.45 | 2.09 | 0.95 | 2.05 | 0.70 | − 0.13 | 1.03 | 3.39 | 3.31 |
600585 | − 0.10 | − 0.15 | − 1.50 | − 0.21 | 0.50 | − 0.07 | 0.07 | − 0.10 | 5.57 | 4.12 |
600588 | 0.90 | − 0.57 | 0.27 | 1.38 | 1.50 | 0.99 | 0.73 | 0.83 | 5.54 | 4.47 |
600703 | 0.58 | − 0.56 | 0.11 | 1.48 | − 0.47 | − 0.21 | 0.00 | 0.00 | 3.04 | 4.02 |
600837 | 0.07 | 1.34 | − 0.36 | 0.44 | 0.20 | 2.33 | 0.00 | 0.00 | 5.00 | 4.96 |
600887 | 1.56 | 0.89 | 0.38 | 1.67 | 1.56 | 1.36 | 1.30 | 1.56 | 3.86 | 4.08 |
601012 | 3.43 | 2.85 | 2.65 | 2.38 | 1.63 | 2.4 | 2.31 | 1.95 | 5.93 | 5.85 |
601088 | 1.01 | 0.58 | 0.79 | 1.11 | 0.66 | − 0.82 | 2.02 | − 0.15 | 4.59 | 4.27 |
601166 | 1.63 | 0.97 | 1.88 | 0.70 | − 0.18 | 1.29 | 0.85 | 0.00 | 6.24 | 5.58 |
601186 | − 1.13 | − 0.60 | − 0.92 | − 1.59 | − 0.68 | 0.00 | − 2.36 | 0.00 | 3.29 | 2.91 |
601211 | 0.44 | − 1.35 | 0.46 | 1.33 | 0.60 | − 0.90 | 1.41 | 0.15 | 4.55 | 4.47 |
601288 | − 0.29 | − 0.74 | 0.50 | − 2.34 | 0.00 | − 1.77 | 0.00 | 0.00 | 3.40 | 3.21 |
601318 | 1.32 | − 0.25 | 1.28 | 0.88 | 1.07 | 0.96 | 1.53 | 0.00 | 7.29 | 8.17 |
601336 | 1.15 | 1.38 | 0.90 | − 1.22 | 1.38 | 1.07 | − 0.09 | 3.12 | 4.63 | 4.22 |
601398 | 0.17 | 0.07 | 0.19 | 0.34 | − 1.17 | 0.59 | 0.00 | 0.00 | 5.62 | 4.81 |
601601 | 1.42 | 1.50 | 1.01 | 2.27 | 2.69 | − 0.63 | 0.92 | 0.00 | 4.99 | 5.11 |
601628 | 1.10 | 0.74 | 1.33 | 2.32 | 0.67 | − 0.57 | 0.00 | 1.23 | 4.63 | 5.73 |
601668 | − 0.11 | 0.73 | − 0.42 | 2.01 | 0.56 | 0.21 | 0.00 | 0.00 | 3.12 | 3.47 |
601688 | 0.19 | − 1.22 | − 0.23 | 0.16 | 2.04 | 0.18 | 1.49 | 1.92 | 3.58 | 4.53 |
601818 | 0.80 | − 0.58 | 1.29 | 2.31 | 1.49 | 1.41 | 0.60 | 0 | 4.37 | 4.31 |
601857 | − 0.61 | − 2.46 | − 0.06 | − 0.52 | 0.00 | − 1.17 | 0.00 | 0.00 | 5.69 | 5.75 |
603288 | 2.35 | 2.47 | 1.13 | 0.00 | 0.27 | 3.42 | 2.40 | 3.92 | 4.83 | 5.54 |