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

<table class="table-group" id="tab8"><tr><td><table class="table"><tr><td class="thead-hr" colspan="3"><hr/></td></tr><tr class="thead"><td class="align_left"></td><td class="align_center">Train</td><td class="align_center">Test</td></tr><tr><td class="thead-hr" colspan="3"><hr/></td></tr><tr><td class="align_left">Daily</td><td class="align_center">0.07895452851456201</td><td class="align_center">0.024421253270360144</td></tr><tr><td class="align_left">Yearly</td><td class="align_center">1.2533642839913346</td><td class="align_center">0.3876753771473746</td></tr><tr><td class="align_left">Maximum Drawdown</td><td class="align_center">0.1359493256477735</td><td class="align_center">0.44111852839093285</td></tr><tr class="table-tr"><td colspan="3"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

<div>Differentiation in financial markets when they implement a Sharpe Ratio and Maximum Drawdown.</div>

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Table 8

Table 8: ML-Based Interconnected Affecting Factors with Supporting Matrices for Assessment of Risk in Stock Market 