The Interval Slope Method for Long-Term Forecasting of Stock Price Trends
Joint Authors
Source
Advances in Mathematical Physics
Issue
Vol. 2016, Issue 2016 (31 Dec. 2016), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2016-03-06
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
A stock price is a typical but complex type of time series data.
We used the effective prediction of long-term time series data to schedule an investment strategy and obtain higher profit.
Due to economic, environmental, and other factors, it is very difficult to obtain a precise long-term stock price prediction.
The exponentially segmented pattern (ESP) is introduced here and used to predict the fluctuation of different stock data over five future prediction intervals.
The new feature of stock pricing during the subinterval, named the interval slope, can characterize fluctuations in stock price over specific periods.
The cumulative distribution function (CDF) of MSE was compared to those of MMSE-BC and SVR.
We concluded that the interval slope developed here can capture more complex dynamics of stock price trends.
The mean stock price can then be predicted over specific time intervals relatively accurately, in which multiple mean values over time intervals are used to express the time series in the long term.
In this way, the prediction of long-term stock price can be more precise and prevent the development of cumulative errors.
American Psychological Association (APA)
Nie, Chun-xue& Xue-bo, Jin. 2016. The Interval Slope Method for Long-Term Forecasting of Stock Price Trends. Advances in Mathematical Physics،Vol. 2016, no. 2016, pp.1-7.
https://search.emarefa.net/detail/BIM-1095913
Modern Language Association (MLA)
Nie, Chun-xue& Xue-bo, Jin. The Interval Slope Method for Long-Term Forecasting of Stock Price Trends. Advances in Mathematical Physics No. 2016 (2016), pp.1-7.
https://search.emarefa.net/detail/BIM-1095913
American Medical Association (AMA)
Nie, Chun-xue& Xue-bo, Jin. The Interval Slope Method for Long-Term Forecasting of Stock Price Trends. Advances in Mathematical Physics. 2016. Vol. 2016, no. 2016, pp.1-7.
https://search.emarefa.net/detail/BIM-1095913
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1095913