Using Kernel Method to Include Firm Correlation for Stock Price Prediction

Table 1

Description of data. The mean and variance of closing, highest, and lowest prices are similar to open, so they are not displayed here. We aim to predict the closing price of 600276.SH. Market index is 930767.CSI.

Code	Open		Volume		Amount
	Mean	Std	Mean [× ]	Std [× ]	Mean [× ]	Std [× ]
600276.SH	73.34	16.59	22.06795	15.51354	16.57419	11.52752
600763.SH	117.45	102.49	3.606954	2.158886	4.267753	4.771402
300122.SZ	73.3	57.06	12.57051	7.281096	11.05719	12.44737
600085.SH	30.37	3.7	10.00756	9.440757	3.143793	3.304401
000423.SZ	45.64	12.32	6.319308	3.850551	2.928001	2.047151
601607.SH	20.97	2.71	14.77902	12.0502	3.115376	2.643739
300003.SZ	28.44	6.47	18.73861	11.65405	5.566067	3.819116
002038.SZ	21.31	10.08	8.79172	7.822409	1.760333	1.613011
300244.SZ	26.96	7.39	7.283911	5.086287	2.110358	1.930123
000963.SZ	40.75	17.95	19.10332	20.31588	6.698094	8.077395
000931.SZ	7.79	1.31	11.28132	12.79515	0.958011	1.216137
600196.SH	37.95	13.34	32.12141	28.10605	14.31098	17.73849
603883.SH	63.14	13.81	1.972923	1.328842	1.32386	1.098693
930767.CSI	5188.66	773.37	11075.73	3960.734	1621103	831315.5