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

<table class="table-group" id="tab3"><tr><td><table class="table"><tr><td class="thead-hr" colspan="2"><hr/></td></tr><tr class="thead"><td class="align_left">Estimating the average return using a confidence interval</td><td class="align_center">Confidence intervals for this distribution</td></tr><tr><td class="thead-hr" colspan="2"><hr/></td></tr><tr><td class="align_left">Log return column will be used here for a 90% confidence interval</td><td class="align_center">-0.0012083873470241408</td></tr><tr><td class="align_left">Confidence intervals for this distribution</td><td class="align_center">0.0021710487940019224</td></tr><tr class="table-tr"><td colspan="2"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

<div>Describes the Log return column for the confidence interval.</div>

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Table 3

Table 3: ML-Based Interconnected Affecting Factors with Supporting Matrices for Assessment of Risk in Stock Market 