Research Article

ML-Based Interconnected Affecting Factors with Supporting Matrices for Assessment of Risk in Stock Market

Table 2

Calculation of the percentage of risks of losing over the investment over a period.

Percentage changeProbability of drop

Bivariate 25%-0.01436327574625389
Bivariate 75%0.015325937193231672
Var-value at risk-0.03571967127146412