Feature selection methods for financial engineering

• Main Author: Sridhar, Ashwin
• Other Authors: Chen Lihui
• Format: Final Year Project
• Language: English
• Published: 2015
• Subjects: DRNTU::Engineering::Electrical and electronic engineering
• Online Access: http://hdl.handle.net/10356/64713
• Institution: Nanyang Technological University

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...