A Fast Evidential Approach for Stock Forecasting

Abstract

In the framework of evidence theory, the confidence functions of different information can be combined to a combined confidence function. Stock price prediction is the focus of economics. Stock price forecasts can provide reference data. The Dempster combination rule is a classic method of fusing different information. By using the Dempster combination rule and confidence function based on the entire time series fused at each time point and future time points, and the preliminary forecast value obtained through the time relationship, the accurate forecast value can be restored. This article will introduce the prediction method inspired by evidence theory. This method has good running performance, can make a rapid response on a large amount of stock price data, and has far-reaching significance.