Research Article
Construction and Simulation of Market Risk Warning Model Based on Deep Learning
Table 1
Characteristic index variables.
| | Categories of characteristics | Characteristic variables |
| | Basic transaction data | Opening price | | Closing price | | Intraday ceiling price | | Intraday bottom price | | Volume | | Turnover |
| | Statistical technical indicators | Average price | | Spread | | Price-to-earnings ratio (P/E Ratio) | | Rate of return |
| | Moving interval data | 5-day yield | | 10-day yield | | Circulation market value | | 5-day circulation market value | | 10-day circulation market value |
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