Stock Analysis Based on Decision Tree
DOI:
https://doi.org/10.54097/ggc24d98Keywords:
Decision tree, AdaBoost, StockAbstract
It is selected the data of liquor leader Kweichow Moutai (600519) from January 1, 2020 to March 24, 2023, and is included the most representative and well-known opening price, closing price, highest price of the day, lowest price of the day. There are five items of trading volume as horizontal indicators. The 10-day moving average (MA10) is used as a longitudinal indicator. In the Adaboost regression, the rmse values for the training and test sets were 1.392 and 16.507, respectively. That is to say, after adding the 10-day moving average (MA10) of longitudinal data, the rmse values of the training set and the test set decreased by 0.058 and 0.559 respectively. Among them, 80% of the data is randomly selected as the training set, and 20% of the data is used as the test set.
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