Integrating Independent Component Analysis and Principal Component Analysis with Neural Network to Predict Chinese Stock Market

Table 4

Forecasting result of the daily SHCI closing price with three models using Set 1.

	MAE	RMSE	𝑅
Single BP	95.8038	130.2011	0.8723
PCA-BP	84.3123	119.5324	0.9206
ICA-BP	68.5315	90.3209	0.9334