Background: The advances in assistive technologies will go a long way towards restoring the mobility of paralyzed and/or amputated limbs. In this paper, we propose a system that adopts the brain-computer interface ( BCI ) technology to control prosthetic fingers by thoughts. To predict the movements of each finger, a complex EEG signal processing algorithms should be applied in order to remove the outliers , to extract feature, to discriminate between the fingers and to control prosthesis's finger. The proposed method discriminates between the five human fingers. So a multi -classification problem based on ensemble of one class-classifier is applied where each classifier predicts the intention to move one finger. At the end, an adapted machine learning strategy is proposed to predict movements of multiple fingers at the same time. Results: The sensitive regions of the brain related to finger movements are identified and located. The proposed EEG signal processing chain, based on ensemble of one class-classifier, reach a classification accuracy of 81 \ % for five subjects according to the online approach. Unlike most of the existing prototypes that allow to control only one single finger and to perform only one movement at a time by the dedicated finger, our proposed system will enable multiple fingers to perform movements simultaneously. Despite that the proposed system classifies a five tasks, the obtained accuracy is too high compared to a binary classification system. Conclusion: The proposed system contributes to the advancement of a prosthetic allowing people with severe disabilities to do the daily tasks easily.