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Table 16 The detailed movement of invested $100 for last 10 days period (Period 20, Stock: CTRP)

From: Multivariate Gaussian and Student-t process regression for multi-output prediction

Day Buy&Sell decisions by prediction models Buy&Hold stock/index
MV-GPR MV-TPR GPR TPR CTRP INDU NDX SPX
Act Dollar Act Dollar Act Dollar Act Dollar
190 169.89   201.99   163.80   176.73   80.69 104.49 110.33 105.37
191 Buy 175.02 Buy 208.09 Buy 168.75 Buy 182.07 83.65 106.25 112.37 107.51
192 Keep 180.77 Keep 214.92 Keep 174.28 Keep 188.05 86.39 108.83 115.14 110.09
193 Keep 185.40 Keep 220.43 Keep 178.75 Keep 192.87 88.61 108.99 115.52 110.60
194 Sell 184.91 Sell 220.28 Sell 178.28 Sell 192.36 88.55 109.94 115.84 111.02
195 Keep 184.91 Buy 222.82 Keep 178.28 Keep 192.36 88.45 110.33 115.45 111.21
196 Keep 184.91 Keep 222.82 Keep 178.28 Keep 192.36 88.22 110.37 115.55 111.20
197 Buy 185.16 Keep 222.82 Buy 178.52 Buy 192.62 88.92 110.51 116.39 111.56
198 Keep 184.06 Keep 222.82 Keep 177.46 Keep 191.47 88.39 110.42 116.35 111.66
199 Sell 183.25 Keep 222.82 Sell 176.67 Sell 190.63 88.45 110.08 115.53 111.11
200 Keep 183.25 Keep 222.82 Keep 176.67 Keep 190.63 89.20 109.10 114.29 109.97
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