A Hybrid Model Using PCA and BP Neural Network for Time Series Prediction in Chinese Stock Market with TOPSIS Analysis

Table 3

Parameter descriptions of the dataset.

Variable	Variable name	Description
X1	Opening price	The first transaction price in the day’s transaction
X2	Highest price	The highest unit price
X3	Lowest price	The lowest unit price in the day’s transaction
X4	Closing price	The last transaction unit price in the day’s transaction
X5	Change amount	The closing price of the day compared with the previous day
X6	Change rate (%)	Change amount/yesterday’s closing price × 100
X7	Turnover rate (%)	The frequency of stock buying and selling in the market
X8	Volume	The number of shares traded, using the lot as a unit (1 lot = 100 shares)
X9	Turnover	The amount of shares traded
X10	Total market value	The total number of share capital is multiplied by the day’s closing price
X11	Circulation market value	The total value of tradable shares is multiplied by the closing price