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Table 2 Combined predictors vs. S&P 500 changes

From: Predicting stock market movements using network science: an information theoretic approach

Combinations

Constant(a)

Linear

Polynomial (k=2)

Polynomial (k=3)

KLD3 + Skewness

0.798

-

-

0.6481

KLD6 + Skewness

0.767

-

0.6409

-

KLD9 + RS13

0.834

0.73012

-

-

  1. Note. Correlations are significant at the 0.05 level