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

Table 5

Best performance of four models.

Model	Benchmark	Annual return	Sharpe ratio	Max drawdown
Decision tree	45285	64267	0.0506	0.1929
SVM	45285	66376	0.0619	0.2326
FNN	45285	38001	0.0335	0.2114
CNN	45285	71248	0.0696	0.2150