FUZZY PREDICTION METHOD FOR STOCK PRICE BASED ON AN ENHANCED BOOSTING ALGORITHM
Keywords:
Boosting Algorith Fuzzy Number Multi-criteria Regression Stock Price Prediction.Abstract
An enhanced boosting algorithm is proposed by employing triangular fuzzy number in the traditional boosting learning machine. Using the enhanced boosting algorithm can predict stock price by selecting some important predictable variables. And the stock prediction price can be modified by using fuzzy possibility expectation theory. Finally, the empirical analysis of stock price prediction for PING AN BANK of China by utilizing the enhanced boosting regression algorithm illustrates that MSE and MAPE prediction deviations decrease greatly, which improve the prediction performance of boosting algorithm without optimal arguments
