From: A hybrid model for stock price prediction based on multi-view heterogeneous data
 | Buy and hold | Randomly buy | Momentum trading | ARIMA | SVMMD | SVMDR | SVMFN | SVMMV | MVL-SVMMD | MVL-SVMDR |
---|---|---|---|---|---|---|---|---|---|---|
AR | ||||||||||
Buy and hold | 0.000 | 0.162 | 0.127 | 0.098 | 0.133 | 0.138 | 0.109 | 0.075 | − 0.669 | − 0.702 |
Randomly buy | − 0.162 | 0.000 | − 0.034 | − 0.064 | − 0.029 | − 0.024 | − 0.052 | − 0.087 | − 0.831 | − 0.863 |
Momentum trading | − 0.127 | 0.034 | 0.000 | − 0.029 | 0.006 | 0.011 | − 0.018 | − 0.052 | − 0.796 | − 0.829 |
ARIMA | − 0.098 | 0.064 | 0.029 | 0.000 | 0.035 | 0.040 | 0.011 | − 0.023 | − 0.767 | − 0.800 |
SVMMD | − 0.133 | 0.029 | − 0.006 | − 0.035 | 0.000 | 0.005 | − 0.024 | − 0.058 | − 0.802 | − 0.834 |
SVMDR | − 0.138 | 0.024 | − 0.011 | − 0.040 | − 0.005 | 0.000 | − 0.029 | − 0.063 | − 0.807 | − 0.839 |
SVMFN | − 0.109 | 0.052 | 0.0180 | − 0.011 | 0.024 | 0.029 | 0.000 | − 0.034 | − 0.778 | − 0.811 |
SVMMV | − 0.075 | 0.087 | 0.052 | 0.023 | 0.058 | 0.063 | 0.034 | 0.000 | − 0.744 | − 0.776 |
MVL-SVMMD | 0.669 | 0.831 | 0.797 | 0.767 | 0.802 | 0.807 | 0.778 | 0.744 | 0.000 | − 0.033 |
MVL-SVMDR | 0.702 | 0.863 | 0.829 | 0.800 | 0.834 | 0.839 | 0.811 | 0.776 | 0.033 | 0.000 |
ASR | ||||||||||
Buy and hold | 0.000 | 0.267 | 0.160 | 0.120 | − 0.028 | 0.201 | 0.091 | 0.025 | − 3.942 | − 3.924 |
Randomly buy | − 0.267 | 0.000 | − 0.107 | − 0.147 | − 0.295 | − 0.066 | − 0.176 | − 0.242 | − 4.209 | − 4.191 |
Momentum trading | − 0.160 | 0.107 | 0.000 | − 0.040 | − 0.188 | 0.041 | − 0.069 | − 0.135 | − 4.102 | − 4.084 |
ARIMA | − 0.120 | 0.147 | 0.040 | 0.000 | − 0.148 | 0.081 | − 0.029 | − 0.095 | − 4.062 | − 4.044 |
SVMMD | 0.028 | 0.295 | 0.188 | 0.148 | 0.000 | 0.229 | 0.119 | 0.053 | − 3.914 | − 3.896 |
SVMDR | − 0.201 | 0.066 | − 0.041 | − 0.081 | − 0.229 | 0.000 | − 0.110 | − 0.176 | − 4.143 | − 4.125 |
SVMFN | − 0.091 | 0.176 | 0.069 | 0.029 | − 0.119 | 0.110 | 0.000 | − 0.066 | − 4.033 | − 4.015 |
SVMMV | − 0.025 | 0.242 | 0.135 | 0.095 | − 0.053 | 0.176 | 0.066 | 0.000 | − 3.967 | − 3.949 |
MVL-SVMMD | 3.942 | 4.209 | 4.102 | 4.062 | 3.914 | 4.143 | 4.033 | 3.967 | 0.000 | 0.018 |
MVL-SVMDR | 3.924 | 4.191 | 4.084 | 4.044 | 3.896 | 4.125 | 4.015 | 3.949 | − 0.018 | 0.000 |
MDD | ||||||||||
Buy and hold | 0.000 | − 0.045 | − 0.038 | − 0.047 | − 0.116 | − 0.066 | − 0.097 | − 0.114 | − 0.117 | − 0.116 |
Randomly buy | 0.045 | 0.000 | 0.008 | − 0.002 | − 0.071 | − 0.021 | − 0.051 | − 0.069 | − 0.071 | − 0.071 |
Momentum trading | 0.038 | − 0.008 | 0.000 | − 0.009 | − 0.078 | − 0.029 | − 0.059 | − 0.076 | − 0.079 | − 0.079 |
ARIMA | 0.047 | 0.002 | 0.009 | 0.000 | − 0.069 | − 0.019 | − 0.050 | − 0.067 | − 0.070 | − 0.070 |
SVMMD | 0.116 | 0.071 | 0.078 | 0.069 | 0.000 | 0.050 | 0.019 | 0.002 | − 0.001 | − 0.001 |
SVMDR | 0.066 | 0.021 | 0.029 | 0.019 | − 0.050 | 0.000 | − 0.030 | − 0.048 | − 0.050 | − 0.050 |
SVMFN | 0.097 | 0.051 | 0.059 | 0.050 | − 0.019 | 0.030 | 0.000 | − 0.018 | − 0.020 | − 0.020 |
SVMMV | 0.114 | 0.069 | 0.076 | 0.067 | − 0.002 | 0.048 | 0.018 | 0.000 | − 0.003 | − 0.002 |
MVL-SVMMD | 0.117 | 0.071 | 0.079 | 0.070 | 0.001 | 0.050 | 0.020 | 0.003 | 0.000 | 0.001 |
MVL-SVMDR | 0.116 | 0.071 | 0.079 | 0.070 | 0.001 | 0.050 | 0.020 | 0.002 | − 0.001 | 0.000 |
AV | ||||||||||
Buy and hold | 0.000 | 0.162 | 0.127 | 0.098 | 0.133 | 0.138 | 0.109 | 0.075 | − 0.669 | − 0.702 |
Randomly buy | − 0.162 | 0.000 | − 0.034 | − 0.064 | − 0.029 | − 0.024 | − 0.052 | − 0.087 | − 0.831 | − 0.863 |
Momentum trading | − 0.127 | 0.034 | 0.000 | − 0.029 | 0.006 | 0.011 | − 0.018 | − 0.052 | − 0.796 | − 0.829 |
ARIMA | − 0.098 | 0.064 | 0.029 | 0.000 | 0.035 | 0.040 | 0.011 | − 0.023 | − 0.767 | − 0.800 |
SVMMD | − 0.133 | 0.029 | − 0.006 | − 0.035 | 0.000 | 0.005 | − 0.024 | − 0.058 | − 0.802 | − 0.834 |
SVMDR | − 0.138 | 0.024 | − 0.011 | − 0.040 | − 0.005 | 0.000 | − 0.029 | − 0.063 | − 0.807 | − 0.839 |
SVMFN | − 0.109 | 0.052 | 0.018 | − 0.011 | 0.024 | 0.029 | 0.000 | − 0.034 | − 0.778 | − 0.811 |
SVMMV | − 0.075 | 0.087 | 0.052 | 0.023 | 0.058 | 0.063 | 0.034 | 0.000 | − 0.744 | − 0.776 |
MVL-SVMMD | 0.669 | 0.831 | 0.796 | 0.767 | 0.802 | 0.807 | 0.778 | 0.744 | 0.000 | − 0.033 |
MVL-SVMDR | 0.702 | 0.863 | 0.829 | 0.800 | 0.834 | 0.839 | 0.811 | 0.776 | 0.033 | 0.000 |