Wavelet Neural Network Prediction Method of Stock Price Trend Based on Rough Set Attribute Reduction

To improve the prediction capacity of stock price trend, an integrated prediction method is proposed based on Rough Set (RS) and Wavelet Neural Network (WNN). RS is firstly introduced to reduce the feature dimensions of stock price trend. On this basis, RS is used again to determine the structure of WNN, and to obtain the prediction model of stock price trend. Finally, the model is applied to prediction of stock price trend. The simulation...