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

Table 5

Description of the association between machine learning models and data implications with respect to discrete models.

ML model vs. data implications	Simple regression model	Multiple regression model
Stock name	HDFC Bank	Spy, Spy_Lag1, Sp500, Nasdaq, Dji, Cac40, Daxi, Hsi, Nikkei, Aord
Type of data	Continuous series of data	Continuous series of data
Major parameters	score, RMSE	Sharpe Ratio, Maximum Drawdown
Dependable parameters	Number of Loans In hand (NLH), Invested Budget (IB), Number of Loans take over in the future (NLTF)	Oil Prices (OP), War inside Country (WiC), Brand image Worldwide (BIW), Gold Reserves (GR)
Nondependable parameters	Manpower (MP), Electronic Prices (EP)	Company CEO instability (C-CEO-I), Political crises (PC)