Better Effectiveness of Multi-Integrated Neural Networks: Take Stock Big Data as an Example

Algorithm 1

Stacking.

1: Input: training data

2: Output: ensemble classifier

3: Step1: learn base-level classifier

4: for to do

5: learn based on

6: end for

7: Step2: construct new data set predictions

8: for to do

9: , where

10: end for

11: Step3: learn a meta-classifier

12: learn based on

13: return