Research on Risk Identification System Based on Random Forest Algorithm-High-Order Moment Model

Table 4

Basic information of yield.

Classification	C000768	C000897	C600313	C600416	C600728	C600737
Mean	0.000	−0.001	0.000	−0.001	0.001	0.000
Median	0.000	0.000	0.000	−0.002	0.001	0.000
Maximum	0.100	0.102	0.102	0.100	0.100	0.100
Minimum	−0.100	−0.100	−0.101	−0.100	−0.100	−0.099
Sd	0.022	0.026	0.032	0.029	0.029	0.022
Skew	0.108	0.253	0.595	−0.107	0.224	0.124
Kurt	5.697	6.261	5.454	4.954	5.430	7.131
JB	146.064	217.272	148.451	77.086	121.848	341.889
value	0.000	0.000	0.000	0.000	0.000	0.000
Normality	Non	Non	Non	Non	Non	Non