Feature selection methods for financial engineering

• المؤلف الرئيسي: Sridhar, Ashwin
• مؤلفون آخرون: Chen Lihui
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2015
• الموضوعات: DRNTU::Engineering::Electrical and electronic engineering
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/64713

This paper explores the application of feature selection methods for financial engineering, and in particular the prediction of stock price movements. In the literature of feature selection methods, wrapper methods are found to be more accurate in generating the optimal subset. This is because the i...