Feature selection methods for financial engineering

• 主要作者: Fu, Fangwei
• 其他作者: Wang Lipo
• 格式: Final Year Project
• 語言: English
• 出版: 2014
• 主題: DRNTU::Engineering::Computer science and engineering
• 在線閱讀: http://hdl.handle.net/10356/60500

I experiment with a well-recognized filter-wrapper hybrid feature selection method – minimal-Redundancy-Maximal-Relevance Criterion feature selection refined by a wrapper using Support Vector Machines. I apply this hybrid method to predict the stock trend on 10 indexes on Singapore’s own...