Variable Selection for Artificial Neural Networks with Applications for Stock Price Prediction.
Gang-Hoo KimSung-Ho KimPublished in: Appl. Artif. Intell. (2019)
Keyphrases
- variable selection
- stock price prediction
- artificial neural networks
- input variables
- neural network
- cross validation
- stock price
- high dimensional
- model selection
- linear models
- stochastic search
- genetic algorithm
- computational intelligence
- high dimensional data
- neural network model
- dimension reduction
- feature selection
- group lasso
- number of input variables
- low dimensional
- dimensionality reduction
- text mining
- long term