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Correction: Dynamic Advisor-Based Ensemble (dynABE): Case study in stock trend prediction of critical metal companies

  • Zhengyang Dong
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The values in Table 8 were calculated incorrectly. Please see the corrected Table 8 here.

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Table 8. Evaluations on trading strategies.

The returns have been annualized using 250 days as the number of trading days in a year.

https://doi.org/10.1371/journal.pone.0214339.t001

In the Abstract, there is an error in the penultimate sentence of the first paragraph. The correct sentence is: We test dynABE on three cobalt-related companies, and it achieves the best-case misclassification error of 31.12% and an annualized absolute return of 262.47% with 9.60% maximum drawdown.

In the 5.6 Trading strategy performance subsection of the Results and analysis, there is an error in the last sentence of the third paragraph. The correct sentence is: We see that the trading strategy on Jinchuan has a maximum drawdown of 24.79%, Sumitomo 9.60%, and Zijin 10.68%.

In the Conclusion, there is an error in the first sentence of the first paragraph. The correct sentence is: By achieving a best-case misclassification error of 31.12% for Jinchuan Group and a best-case profit of 262.47% annualized absolute return for Sumitomo Metal Mining, dynABE demonstrates accurate stock predictions and high profitability.

Reference

  1. 1. Dong Z (2019) Dynamic Advisor-Based Ensemble (dynABE): Case study in stock trend prediction of critical metal companies. PLoS ONE 14(2): e0212487. https://doi.org/10.1371/journal.pone.0212487 pmid:30794608