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Table 2 BQQ model stock matching results

From: Research on a stock-matching trading strategy based on bi-objective optimization

λSerial No.Stock AStock weightSerial No.Stock BStock weight
01600,7950.50286600,0160.0136
2601,3980.14177601,766−0.0224
3601,3280.12498600,028−0.0504
4601,3900.0319601,669−0.0523
5601,1660.024110601,988−0.8392
0.11600,0500.75136601,336−0.0657
2600,9990.45857600,150−0.1127
3600,0360.18228601,688−0.1165
4600,8870.12139600,104−0.201
5601,318−0.025110601,800−0.3252
0.21601,8880.35666600,5190.019
2600,6060.29377600,547−0.0345
3601,6010.08488600,340−0.1763
4601,3360.07479601,211−0.4097
5601,6880.029910600,703−0.7566
0.31601,6280.21696600,1090.0275
2600,8930.10167600,050−0.009
3601,6880.08758600,150−0.0099
4601,1860.06659600,999−0.2757
5600,8870.038110601,857−0.9232
0.41600,0500.80676600,887−0.0156
2601,1860.2497601,601−0.0225
3600,9990.21288601,628−0.1203
4600,8930.06479600,150−0.1544
5601,6880.018110601,800−0.4454
0.51600,0500.79726600,109−0.0174
2601,1860.25697601,601−0.0246
3600,9990.23428601,628−0.1251
4600,8930.06519600,150−0.1548
5601,6880.004410601,800−0.4459
0.61600,0500.78866601,6010.0168
2601,1860.27947601,601−0.1138
3600,9990.17898601,628−0.1197
4601,6880.06919600,150−0.1589
5600,8930.06510601,800−0.4542
0.71601,8000.24756601,6010.0522
2601,6880.18437600,893−0.0448
3600,1500.15358600,111−0.1994
4601,6010.11629600,999−0.3851
 5601,1860.0710600,050−0.8185