Predicting Stock Market Volatility from Candlestick Charts: A Multiple Attention Mechanism Graph Neural Network Approach

Figure 7

Trading strategy backtest returns. The vertical coordinate is the rate of return, and the horizontal coordinate is the different time distribution (days). (a) Financial category returns. (b) Utilities returns. (c) Real estate returns. (d) General returns. (e) Industrial returns. (f) Commercial returns. (g) Ping An Bank: individual share returns. (h) COSCO returns. (i) Vanke A: individual returns. (j) Shepherd Plains individual returns. (k) China nuclear power individual returns. (l) Yonghui Supermarket returns.

(a)

(b)

(c)

(d)

(e)

(f)

(g)

(h)

(i)

(j)

(k)

(l)