Kernel-Based Aggregating Learning System for Online Portfolio Optimization

Table 3

MERs of different systems on six benchmark datasets.

System	NYSE(O)		NYSE(N)		DJIA		SP500		TSE		HS300
	MER	value	MER	value	MER	value	MER	value	MER	value	MER	value
Beststock	3.12E − 04	0.0180	3.40E − 04	0.0177	8.98E − 04	0.1266	0.0012	0.0607	0.0016	0.0562	0.0021	0.0005
CORN	0.0049	0.0001	0.0017	0.0001	1.93E − 04	0.4078	0.0014	0.0192	0.0020	0.0281	−0.0014	0.9731
Anticor	0.0025	0.0001	0.0018	0.0001	0.0015	0.0008	0.0014	0.0001	0.0022	0.0001	−0.0004	0.8994
OLMAR	0.0075	0.0001	0.0032	0.0001	0.0012	0.1435	0.0020	0.0082	0.0065	0.0001	−0.0003	0.6476
RMR	0.0071	0.0001	0.0031	0.0001	0.0027	0.0076	0.0019	0.0083	0.0053	0.0008	−4.5E − 5	0.5261
PPT	0.0076	0.0001	0.0036	0.0001	0.0031	0.0035	0.0022	0.0053	0.0058	0.0005	−0.0005	0.7465
KAL	0.0078	0.0001	0.0037	0.0001	0.0035	0.0028	0.0025	0.0043	0.0062	0.0002	0.0003	0.2864