Feature selection methods for financial engineering
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...
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主要作者: | Fu, Fangwei |
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其他作者: | Wang Lipo |
格式: | Final Year Project |
語言: | English |
出版: |
2014
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在線閱讀: | http://hdl.handle.net/10356/60500 |
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