From: Forecasting relative returns for S&P 500 stocks using machine learning
No | Stock | ALSTM | ALSTM − ARC |
---|---|---|---|
1 | AMAT | 0.59 | 0.09 |
2 | BSX | 0.57 | 0.07 |
3 | ENPH | 0.80 | 0.31 |
4 | ETSY | 0.64 | 0.14 |
5 | LNT | 0.48 | − 0.02 |
⋮ | ⋮ | ⋮ | ⋮ |
493 | SIVB | 0.59 | 0.09 |
494 | ZTS | 0.50 | − 0.0001 |
Mean value | 0.52 | 0.02 | |
Pooled value | 0.52 | 0.02 |