A Stock Selection Model of Image Classification Method Based on Convolutional Neural Network

Table 2

Results of SVM under different parameters.

Training size	Regular	Benchmark	Annual return	Sharp ratio	Max drawdown
	Coefficient
24	1	29864	38751	−0.0152	0.2381
36	5	45285	35300	0.0150	0.2218
48	10	35711	34711	0.0236	0.2348
24	1	29864	38751	0.0144	0.2303
36	5	45285	−7198	−0.0060	0.2135
48	10	35711	−11128	−0.0056	0.2609
24	1	29864	19916	0.0082	0.2191
36	5	45285	2116	−0.0071	0.2188
48	10	35711	30951	0.0124	0.2273