Research on the prediction of stock prices in the food and media sectors based on the random forest algorithm

This article employs the Random Forest model to conduct predictive research on the food and media industries in the Chinese stock market. The data originates from the historical trading data of the Shanghai Stock Exchange Index from January to June 2022, selecting the stock data of three representative companies from each of the two industries. By analyzing data such as the opening date and price, the Random Forest algorithm is used to predict the closing price, with training and testing sets established and a specific splitting stopping criterion adopted. The study aims to verify the general applicability and accuracy of the Random Forest model in predicting the A-share market, and to explore the differences in the prediction results between the food and media industries. The experimental results show that the prediction bias for both industries is small, with no significant difference in the prediction results, and the model fitting effect is good.