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

Table 5

Forecasting result of the daily SHCI closing price with the three models using Set 2.

	MAE	RMSE	𝑅
Single BP	86.0270	129.4198	0.9746
PCA-BP	56.4246	80.9682	0.9848
ICA-BP	51.5165	70.8551	0.9877