Fund Performance Evaluation Based on Bayesian Model and Machine Learning Algorithm

Table 3

Multifactor attribution analysis model.

	Explosion_turn	Explosion_scale	Explosion_beta	Explosion_volatility
2016-02-22	−0.094073	−0.02039	0.087151	−0.03889
2016-02-23	−0.122745	−0.011229	0.061206	−0.237779
2016-02-24	−0.150539	−0.002904	0.027562	−0.209910
2016-02-25	−0.142255	−0.003158	0.027469	−0.244269
2016-02-26	−0.160840	0.004011	0.000641	−0.346814