Table 6 Results of the SVR for OHLC data of Kweichou Moutai, CSI 100, and 50 ETF
Criterion | Kweichou Moutai | CSI 100 | 50 ETF | |||
|---|---|---|---|---|---|---|
Yes | No | Yes | No | Yes | No | |
MAPE | Â | Â | Â | Â | Â | Â |
 \(x^{(o)}_t\) | 1.465% | 0.482% | 0.976% | 0.342% | 1.073% | 0.278% |
 \(x^{(h)}_t\) | 0.833% | 1.040% | 0.575% | 0.629% | 0.754% | 0.625% |
 \(x^{(l)}_t\) | 0.948% | 0.937% | 0.715% | 0.600% | 1.008% | 0.571% |
 \(x^{(c)}_t\) | 0.428% | 1.430% | 0.388% | 0.830% | 0.487% | 0.813% |
 \(\bar{x}_{t}\) | 0.919% | 0.972% | 0.663% | 0.600% | 0.830% | 0.572% |
RMSE | Â | Â | Â | Â | Â | Â |
 \(x^{(o)}_t\) | 77.143 | 39.891 | 46.055 | 21.048 | 0.043 | 0.016 |
 \(x^{(h)}_t\) | 77.143 | 39.891 | 46.055 | 21.048 | 0.043 | 0.016 |
 \(x^{(l)}_t\) | 50.224 | 59.633 | 33.466 | 32.082 | 0.039 | 0.028 |
 \(x^{(c)}_t\) | 26.451 | 85.870 | 18.087 | 43.486 | 0.020 | 0.039 |
 \(\bar{x}_{t}\) | 53.374 | 65.544 | 32.904 | 33.188 | 0.034 | 0.029 |
RMSEH | 56.652 | 80.311 | 35.904 | 38.711 | 0.043 | 0.035 |
AR | 0.503 | 0.461 | 0.421 | 0.461 | 0.361 | 0.471 |
Failure 1 | 0 | 0 | 0 | 0 | 0 | 0 |
Failure 2 | 0 | 0 | 0 | 0 | 0 | 0 |
Failure 3 | 0 | 0 | 0 | 1 | 0 | 0 |