Window size | Data Characteristics | AC | K-AC | FK-AC | |
w = 10 | SET50 | Basic | 0.9453 | 1.0155 | 1.2134 |
SIM | 0.9509 | 1.5830 | 1.7439 | ||
Random 10 stocks | Basic | 1.2247 | 1.1291 | 1.1699 | |
SIM | 1.4018 | 1.5079 | 1.4719 | ||
Random 2 stocks from 7 industry | Basic | 1.2553 | 1.1553 | 1.2121 | |
SIM | 1.5275 | 1.5024 | 1.4220 | ||
w = 20 | SET50 | Basic | 1.1739 | 1.1307 | 1.1245 |
SIM | 1.1490 | 1.3428 | 1.5330 | ||
Random 10 stocks | Basic | 1.1189 | 1.1594 | 1.1296 | |
SIM | 1.3652 | 1.4602 | 1.4847 | ||
Random 2 stocks from 7 industry | Basic | 1.2607 | 1.2937 | 1.2954 | |
SIM | 1.5700 | 1.6091 | 1.6424 | ||
w = 30 | SET50 | Basic | 1.1461 | 1.0819 | 1.0907 |
SIM | 1.5626 | 1.4877 | 1.6538 | ||
Random 10 stocks | Basic | 1.1267 | 1.1438 | 1.1435 | |
SIM | 1.4958 | 1.5165 | 1.5866 | ||
Random 2 stocks from 7 industry | Basic | 1.2084 | 1.1841 | 1.2345 | |
SIM | 1.4851 | 1.4835 | 1.5556 |