Feature selection methods for financial engineering

• المؤلف الرئيسي: Fu, Fangwei
• مؤلفون آخرون: Wang Lipo
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2014
• الموضوعات: DRNTU::Engineering::Computer science and engineering
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/60500
• المؤسسة: Nanyang Technological University

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...