Feature selection methods for financial engineering

• Main Author: Fu, Fangwei
• Other Authors: Wang Lipo
• Format: Final Year Project
• Language: English
• Published: 2014
• Subjects: DRNTU::Engineering::Computer science and engineering
• Online Access: http://hdl.handle.net/10356/60500
• Institution: 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...