Long Short-Term Memory Recurrent Neural Network for Predicting the Return of Rate Underframe the Fama-French 5 Factor

Table 2

Descriptive statistics.

Statistic	N	Mean	St. Dev	Min	Q1	Q3	Max
Mkt	147	0.315	5.913	−28.853	−2.632	3.397	14.761
HML	147	0.237	12.604	−24.628	−7.184	7.004	40.792
SMB	147	0.49	10.639	−23.729	−6.1	6.798	28.775
RMW	147	0.133	11.157	−34.914	−6.977	6.173	44.486
CMA	147	0.188	11.865	−30.31	−8.56	8.29	32.898
rf	147	0.438	0.302	0.022	0.239	0.659	1.128
p1	147	0.183	6.907	−33.516	−2.933	4.47	17.337
p2	147	0.18	7.441	−33.03	−4.294	4.696	18.535
p3	147	0.284	11.919	−55.68	−6.756	6.735	28.591
p4	147	0.484	7.334	−33.039	−3.995	5.012	18.398
p5	147	0.22	8.771	−39.636	−4.467	5.291	24.025
p6	147	0.276	9.228	−41.607	−5.441	6.052	20.999
p7	147	0.58	9.657	−47.985	−4.207	5.683	25.935
p8	147	0.598	10.034	−43.716	−4.632	5.903	25.657
p9	147	0.694	10.151	−44.273	−5.004	6.706	25.957
p10	147	0.176	9.948	−44.007	−5.152	5.399	27.323