Kernel-Based Aggregating Learning System for Online Portfolio Optimization

Table 2

Cumulative wealth of different systems on six benchmark datasets.

System	NYSE(O)	NYSE(N)	DJIA	SP500	TSE	HS300
Market	14.50	18.06	0.76	1.35	1.57	1.34
Beststock	54.14	83.50	1.18	3.82	6.21	2.87
CORN	1.47E + 13	5.39E + 5	0.84	5.34	9.46	0.72
Anticor	1.89E + 7	5.27E + 5	2.00	7.00	20.48	1.13
OLMAR	1.02E + 18	4.69E + 8	1.16	9.69	678.85	1.20
RMR	1.64E + 17	3.25E + 8	2.67	9.03	170.55	1.35
PPT	1.31E + 18	2.89E + 9	3.08	11.76	259.95	1.09
KAL	7.35E + 18	3.42E + 9	3.99	21.45	430.20	1.41