Table 2 Financial data used to predict TOPIX Futures in next business day
From: Forecast of complex financial big data using model tree optimized by bilevel evolution strategy
Variables | Name | Change |
|---|---|---|
Objective | TOPX Futures Nearby Month | Next Business Day Open ~ Close |
Explanatory1 | TOPIX | Previous Business Day Close  ~  Current Business Day Close |
Explanatory2 | Nikkei 225/TOPIX | |
Explanatory3 | S&P 500 | |
Explanatory4 | Dow Jones/S&P 500 | |
Explanatory5 | JPY/USD | |
Explanatory6 | US Treasury 10Y Yield | |
Explanatory7 | US Treasury 5-30Y Yield Gap | |
Explanatory8 | TOPIX | 3 Business Days Ago Close  ~  Current Business Day Close |
Explanatory9 | Nikkei 225/TOPIX | |
Explanatory10 | S&P 500 | |
Explanatory11 | Dow Jones/S&P 500 | |
Explanatory12 | JPY/USD | |
Explanatory13 | US Treasury 10Y Yield | |
Explanatory14 | US Treasury 5-30Y Yield Gap | |
Explanatory15 | TOPIX | 7 Business Days Ago Close  ~  Current Business Day Close |
Explanatory16 | Nikkei 225/TOPIX | |
Explanatory17 | S&P 500 | |
Explanatory18 | Dow Jones/S&P 500 | |
Explanatory19 | JPY/USD | |
Explanatory20 | US Treasury 10Y Yield | |
Explanatory21 | US Treasury 5-30Y Yield Gap |