Research Article
ML-Based Interconnected Affecting Factors with Supporting Matrices for Assessment of Risk in Stock Market
Table 6
Relation of international markets with respect to the number of lags and correlation.
| | International markets | Number of lags | Correlation |
| | Spy | 1 | 1.000000 | | Spy_Lag1 | 1 | -0.074537 | | Sp500 | 1 | -0.019273 | | Nasdaq | 1 | -0.066339 | | Dji | 1 | -0.034198 | | Cac40 | 4 | -0.038057 | | Daxi | 8 | -0.033772 | | Hsi | 21 | -0.030826 | | Nikkei | 32 | -0.027551 | | Aord | 7 | -0.009840 |
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