Research Article
The Interval Slope Method for Long-Term Forecasting of Stock Price Trends
Algorithm 1
Stock price trend prediction model.
Input: stock dataset, interval, duration of prediction | Output: CDF of the prediction MSE on different dataset and different methods | (1) Split dataset into training dataset and testing dataset | (2) for (newdataset = dataset[ : ])/ is data number, increasing by 40 /do | (3) for (interval = 2, 4, 8, 16, 32) do | (4) Determine the feature of the mean and interval slope in every interval | (5) Predict the mean price , using SVR or MMSE-BC method in training dataset. | / Use the mean and interval slope as feature of the stock price trend / | (6) end for | (7) Segment transformation based on (2): η → | (8) Calculate the MSE of this dataset | (9) end for | (10) Statistic 80 MSE of different dataset and plot the cumulative distribution function (CDF) of MSE |
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