Logistic regression | GDA | Naive Bayes | Linear SVM | RBF SVM | Poly SVM |
Momentum (n = 4) | Crude Oil | Crude Oil | S&P 500 volume | Crude Oil | Crude Oil |
SSE | DJIA | USDJPY | SSE | S&P 500 volume | Gold Price |
S&P 500 lag one | SSE | S&P 500 lag one | Nikkei | SSE | S&P 500 volume |
Crude Oil |
| USDCNY | Crude Oil | S&P 500 lag one | USDCNY |
DJIA |
| S&P 500 volume | NASDAQ |
| NASDAQ |
USDCNY |
| Gold price | DJIA |
| Nikkei |
USDJPY |
| ROC (n = 4) |
|
|
|
Gold price |
| SSE |
|
|
|