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

Table 9

Shows evaluation of different parameters in simple regression and multiple regressions.

ML model	Stock name	Type of data	Major parameters	Dependable parameters	Nondependable parameters
Simple regression model	HDFCBANK	Continuous series of data	Value at risk, log return, volume, mean, price difference, daily return	Close price	Open price, high price, low price
Multiple regression model	Spy, Spy_Lag1, Sp500, Nasdaq, Dji, Cac40, Daxi, Hsi, Nikkei, Aord	Continuous series of data	Number of lags, correlation, standard deviation	Close price	Open price, high price, low price