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