Table 17 The results of MDD
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 | 20.44 | 14.28 | 11.50 | 14.33 | 1.63 | 12.01 | 7.99 | 14.06 | 2.19 | 2.19 |
600009 | 21.79 | 16.06 | 13.40 | 13.46 | 0.27 | 0.23 | 15.05 | 10.79 | 8.34 | 9.19 |
600016 | 16.91 | 8.88 | 5.33 | 11.67 | 1.54 | 0.00 | 10.97 | 0.00 | 3.50 | 5.54 |
600028 | 12.13 | 8.15 | 8.96 | 7.90 | 0.00 | 3.45 | 0.99 | 0.00 | 1.47 | 1.47 |
600030 | 17.61 | 7.46 | 16.54 | 20.17 | 0.40 | 14.13 | 17.61 | 6.84 | 7.24 | 7.24 |
600031 | 11.11 | 12.55 | 13.61 | 9.89 | 11.11 | 13.34 | 8.43 | 11.11 | 5.85 | 5.85 |
600036 | 14.25 | 9.68 | 10.49 | 15.71 | 11.12 | 8.28 | 0.00 | 6.59 | 6.34 | 5.65 |
600048 | 16.23 | 8.56 | 16.13 | 10.62 | 3.67 | 13.14 | 0.00 | 6.28 | 7.54 | 3.96 |
600050 | 22.52 | 14.95 | 18.30 | 20.89 | 22.81 | 4.39 | 0.00 | 10.54 | 2.57 | 2.57 |
600104 | 19.26 | 21.45 | 24.14 | 16.19 | 0.00 | 12.26 | 10.23 | 0.00 | 10.61 | 5.91 |
600196 | 39.47 | 18.26 | 24.22 | 15.78 | 20.36 | 33.73 | 14.54 | 19.83 | 6.97 | 9.54 |
600276 | 17.88 | 8.70 | 14.08 | 28.10 | 17.88 | 19.77 | 14.81 | 17.88 | 18.70 | 13.03 |
600309 | 13.02 | 9.75 | 9.30 | 11.85 | 13.02 | 8.29 | 8.59 | 6.59 | 7.04 | 9.37 |
600519 | 10.95 | 9.55 | 6.07 | 16.41 | 1.03 | 13.99 | 6.15 | 0.00 | 4.93 | 4.93 |
600547 | 29.45 | 24.93 | 42.57 | 23.91 | 16.03 | 22.16 | 30.17 | 27.52 | 8.60 | 6.83 |
600570 | 31.28 | 33.88 | 10.01 | 22.90 | 1.32 | 25.03 | 35.27 | 27.13 | 14.15 | 10.18 |
600585 | 20.96 | 24.93 | 22.63 | 12.70 | 9.66 | 20.95 | 15.55 | 20.96 | 3.79 | 6.81 |
600588 | 29.91 | 24.68 | 27.58 | 14.35 | 0.00 | 17.38 | 16.33 | 8.95 | 3.62 | 14.35 |
600703 | 29.67 | 34.29 | 21.52 | 14.50 | 17.87 | 23.63 | 0.00 | 0.00 | 13.01 | 9.74 |
600837 | 25.72 | 10.23 | 32.08 | 17.41 | 13.06 | 6.18 | 0.00 | 0.00 | 7.36 | 8.11 |
600887 | 15.16 | 12.38 | 17.99 | 11.58 | 15.16 | 8.31 | 16.83 | 15.16 | 10.54 | 10.26 |
601012 | 25.03 | 15.48 | 13.92 | 15.68 | 1.36 | 23.36 | 10.06 | 18.05 | 9.96 | 9.96 |
601088 | 13.03 | 11.03 | 10.80 | 8.13 | 8.02 | 13.23 | 4.86 | 14.99 | 7.21 | 7.21 |
601166 | 12.96 | 8.19 | 7.53 | 11.95 | 10.64 | 7.63 | 6.11 | 0.00 | 2.99 | 4.66 |
601186 | 21.43 | 12.38 | 13.83 | 22.46 | 6.49 | 0.00 | 26.80 | 0.00 | 3.34 | 4.52 |
601211 | 20.55 | 24.15 | 22.74 | 7.80 | 15.09 | 11.05 | 6.89 | 15.05 | 6.44 | 6.44 |
601288 | 12.71 | 9.35 | 5.32 | 11.95 | 0.00 | 11.86 | 0.00 | 0.00 | 2.45 | 2.45 |
601318 | 13.50 | 16.94 | 14.84 | 11.78 | 12.56 | 11.54 | 17.45 | 0.00 | 2.33 | 1.34 |
601336 | 19.15 | 13.78 | 21.30 | 32.69 | 7.09 | 14.95 | 31.51 | 7.09 | 8.18 | 16.65 |
601398 | 12.84 | 6.71 | 7.65 | 7.74 | 1.63 | 7.09 | 0.00 | 0.00 | 2.83 | 2.83 |
601601 | 13.60 | 12.01 | 17.89 | 8.65 | 1.10 | 22.09 | 19.55 | 0.00 | 7.04 | 7.04 |
601628 | 29.08 | 23.06 | 13.46 | 16.68 | 27.72 | 30.40 | 0.00 | 15.88 | 6.35 | 6.26 |
601668 | 10.62 | 5.37 | 11.77 | 6.67 | 5.91 | 5.57 | 0.00 | 0.00 | 4.93 | 4.73 |
601688 | 29.13 | 28.58 | 26.56 | 22.75 | 0.39 | 17.13 | 9.21 | 13.73 | 6.14 | 6.14 |
601818 | 20.06 | 17.92 | 9.99 | 11.38 | 0.00 | 3.76 | 18.01 | 0.00 | 5.06 | 3.76 |
601857 | 12.98 | 16.51 | 7.88 | 6.86 | 0.00 | 0.42 | 0.00 | 0.00 | 0.47 | 0.22 |
603288 | 22.38 | 10.72 | 31.69 | 0.00 | 8.18 | 9.26 | 15.20 | 8.90 | 13.04 | 13.04 |