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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