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

Table 4

Results of CNN under different parameters.

Training size	Sample width	Type	Benchmark	Annual return	Sharp ratio	Max drawdown
36	3	1	45285	64351	0.0146	0.2176
36	3	2	45285	61248	0.0196	0.2420
36	3	3	45285	20171	0.0134	0.2188
24	3	1	29864	12915	−0.0011	0.2437
24	3	2	29864	75060	0.0243	0.2225
24	3	3	29864	15195	−0.0135	0.2548
36	6	1	45285	6464	−0.0003	0.2171
36	6	2	45285	27737	0.0159	0.2060
36	6	3	45285	58898	0.0194	0.2041
24	6	1	29864	−6565	−0.0038	0.2429
24	6	2	29864	−24867	−0.0210	0.2394
24	6	3	29864	12791	−0.0013	0.2159