Evolutionary-morphological learning machines for high-frequency financial time series prediction.
Ricardo de A. AraújoNadia NedjahJosé Manoel de SeixasAdriano L. I. OliveiraSilvio Romero de Lemos MeiraPublished in: Swarm Evol. Comput. (2018)
Keyphrases
- high frequency
- learning machines
- low frequency
- support vector
- subband
- model selection
- artificial neural networks
- high resolution
- ensemble learning
- learning tasks
- support vector machine
- image processing
- training algorithm
- learning algorithm
- genetic algorithm
- multiscale
- wavelet transform
- vc dimension
- non stationary
- recurrent neural networks
- wavelet coefficients
- cross validation
- neural network model
- generalization error
- multi task learning
- sample complexity
- learning problems
- support vector machine svm
- pattern recognition
- multiresolution
- prediction model
- radial basis function
- neural network
- upper bound
- kernel methods
- image compression
- machine learning