Appendix A. Data tables
Table A.1: Risk-free rate(Average deposit interest rates of four major banks(Bank of Tai-wan, Taiwan Cooperative Bank (TCB), First Commercial Bank, Hua Nan Bank.))
Unit:(%) One Month One Quarter Two Quarters Three Quraters One Year Two years Three Years
2007/01 1.74 1.80 1.95 2.08 2.21 2.28 2.30
2007/02 1.74 1.80 1.95 2.08 2.21 2.28 2.30
2007/03 1.74 1.80 1.95 2.08 2.21 2.28 2.30
2007/04 1.77 1.83 1.98 2.11 2.24 2.29 2.30
2007/05 1.77 1.83 1.98 2.11 2.24 2.29 2.30
2007/06 1.97 2.03 2.18 2.31 2.44 2.50 2.51
2007/07 1.97 2.03 2.18 2.31 2.44 2.50 2.51
2007/08 1.97 2.03 2.18 2.31 2.44 2.50 2.51
2007/09 2.03 2.10 2.26 2.39 2.52 2.57 2.59
2007/10 2.03 2.10 2.26 2.39 2.52 2.57 2.59
2007/11 2.03 2.10 2.26 2.39 2.52 2.57 2.59
2007/12 2.09 2.17 2.34 2.47 2.60 2.65 2.66
2008/01 2.09 2.17 2.34 2.47 2.60 2.65 2.66
2008/02 2.09 2.17 2.34 2.47 2.60 2.65 2.66
2008/03 2.09 2.17 2.34 2.47 2.60 2.65 2.66
2008/04 2.14 2.22 2.39 2.52 2.64 2.69 2.71
2008/05 2.14 2.22 2.39 2.52 2.64 2.69 2.71
2008/06 2.15 2.24 2.40 2.54 2.66 2.71 2.73
2008/07 2.20 2.28 2.45 2.58 2.70 2.75 2.77
2008/08 2.20 2.28 2.45 2.58 2.70 2.75 2.77
2008/09 2.17 2.26 2.42 2.56 2.68 2.73 2.75
2008/10 1.98 2.07 2.24 2.38 2.49 2.54 2.55
2008/11 1.68 1.77 1.94 2.07 2.18 2.23 2.25
2008/12 1.01 1.07 1.24 1.37 1.48 1.53 1.55
2009/01 0.56 0.62 0.79 0.92 1.03 1.08 1.10
2009/02 0.50 0.56 0.71 0.85 0.93 0.98 1.00
2009/03 0.50 0.56 0.71 0.85 0.93 0.98 1.00
2009/04 0.50 0.56 0.71 0.85 0.93 0.98 1.00
2009/05 0.50 0.56 0.71 0.85 0.93 0.98 1.00
2009/06 0.50 0.56 0.71 0.85 0.93 0.98 1.00
2009/07 0.50 0.56 0.71 0.85 0.93 0.98 1.00
2009/08 0.50 0.56 0.71 0.85 0.93 0.98 1.00
2009/09 0.50 0.56 0.71 0.85 0.93 0.98 1.00
2009/10 0.53 0.58 0.74 0.87 0.95 1.01 1.03
2009/11 0.53 0.58 0.74 0.87 0.95 1.01 1.03
2009/12 0.53 0.58 0.74 0.87 0.95 1.01 1.03
2010/01 0.53 0.58 0.74 0.87 0.95 1.01 1.03
2010/02 0.53 0.58 0.74 0.87 0.95 1.01 1.03
2010/03 0.53 0.58 0.74 0.87 0.95 1.01 1.03
2010/04 0.53 0.58 0.74 0.87 0.95 1.01 1.03
2010/05 0.53 0.58 0.74 0.87 0.95 1.01 1.03
2010/06 0.62 0.67 0.82 0.94 1.04 1.10 1.11
2010/07 0.62 0.67 0.82 0.94 1.04 1.10 1.11
2010/08 0.62 0.67 0.82 0.94 1.04 1.10 1.11
2010/09 0.62 0.67 0.82 0.94 1.04 1.10 1.11
2010/10 0.69 0.74 0.89 1.01 1.13 1.16 1.18
2010/11 0.69 0.74 0.89 1.01 1.13 1.16 1.18
2010/12 0.69 0.74 0.89 1.01 1.13 1.16 1.18
2011/01 0.75 0.79 0.95 1.07 1.18 1.21 1.23
2011/02 0.75 0.79 0.95 1.07 1.18 1.21 1.23
2011/03 0.75 0.79 0.95 1.07 1.18 1.21 1.23
2011/04 0.82 0.87 1.03 1.15 1.27 1.30 1.31
2011/05 0.82 0.87 1.03 1.15 1.27 1.30 1.31
2011/06 0.82 0.87 1.03 1.15 1.27 1.30 1.31
2011/07 0.88 0.94 1.11 1.22 1.35 1.38 1.39
2011/08 0.88 0.94 1.11 1.22 1.35 1.38 1.39
2011/09 0.88 0.94 1.11 1.22 1.35 1.38 1.39
2011/10 0.88 0.94 1.11 1.22 1.35 1.38 1.39
2011/11 0.88 0.94 1.11 1.22 1.35 1.38 1.39
2011/12 0.88 0.94 1.11 1.22 1.35 1.38 1.39
‧
Table A.2: Overall Original Monthly Performance
Month Standard Model Model Mk-1 Model Mk-2 Model Mk-3 Model Mk-4 Model Mk-5 Single BPNN
7-Jan 760 678 862 842 940 942 488
7-Feb 556 456 544 498 460 538 112
7-Mar 243 189 157 45 265 161 455
7-Apr 322 456 362 448 586 382 378
7-May 151 167 205 161 11 199 407
7-Jun 441 721 607 713 453 557 1117
7-Jul 1275 1473 1487 1289 1267 1321 1057
7-Aug 2254 1550 1636 1394 1864 1608 380
7-Sep 627 923 959 883 857 1005 1211
7-Oct 1034 1224 1278 1332 1174 1144 1132
7-Nov 1368 1744 1720 1948 2184 1830 578
7-Dec 732 716 846 776 666 908 848
8-Jan 1391 691 757 689 849 1083 2083
8-Feb 211 281 237 87 277 219 917
8-Mar 1389 1947 2267 2119 1855 2061 1543
8-Apr 361 947 1033 665 881 859 -115
8-May 1213 1113 1037 961 1121 1149 483
8-Jun 452 96 290 468 222 472 224
8-Jul 1111 1673 1985 925 1805 1357 165
8-Aug 918 438 536 430 422 388 200
8-Sep 482 408 524 308 492 788 558
8-Oct 467 435 589 433 607 519 397
8-Nov 765 687 489 429 711 793 577
8-Dec 315 865 903 1023 869 931 -327
9-Jan 563 415 417 187 157 361 117
9-Feb 659 615 615 413 409 639 211
9-Mar 207 413 277 133 103 375 359
9-Apr 424 712 1022 1018 818 1044 -242
9-May 114 316 486 334 312 512 -80
9-Jun 870 544 836 392 208 838 168
9-Jul -54 318 202 40 -8 144 64
9-Aug 449 169 163 -45 155 77 229
9-Sep 59 397 493 59 215 535 213
9-Oct 413 429 305 163 217 251 -249
9-Nov 499 419 503 373 435 559 379
9-Dec 280 -44 24 82 68 -4 162
10-Jan 18 542 572 542 482 542 -200
10-Feb 358 332 428 202 328 454 -14
10-Mar -112 202 150 264 268 112 134
10-Apr -156 -118 2 170 78 -32 238
10-May 134 758 474 686 876 402 434
10-Jun 11 -11 209 -121 -147 185 57
10-Jul 223 3 39 65 33 -21 101
10-Aug 63 -253 -133 67 15 -91 123
10-Sep 140 224 144 240 276 218 14
10-Oct 237 395 401 275 355 389 167
10-Nov 23 141 51 67 37 167 165
10-Dec 39 177 111 171 193 129 249
11-Jan -220 128 98 186 162 98 374
11-Feb 195 389 737 587 483 279 307
11-Mar 434 546 634 776 714 514 522
11-Apr 235 121 135 133 177 115 -225
11-May 24 84 86 286 124 -32 346
11-Jun -39 107 115 213 79 279 43
11-Jul 24 162 114 28 138 234 -144
11-Aug 1297 761 867 599 819 683 -155
11-Sep -538 -36 -60 -202 -38 384 -184
11-Oct 278 350 186 398 342 318 246
11-Nov 187 317 467 509 391 325 131
11-Dec 120 22 84 64 18 -80 -508
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Appendix A. Data tables
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N a tio na
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