Extreme Value Model for Volatility Measure in Machine Learning Ensemble.
Ryszard SzupilukPawel RubachPublished in: ICAISC (1) (2018)
Keyphrases
- machine learning
- artificial intelligence
- computational model
- statistical model
- mathematical model
- formal model
- management system
- neural network
- probabilistic model
- objective function
- learning algorithm
- learning models
- historical data
- financial time series
- stock market
- data sets
- extreme values
- conceptual model
- experimental data
- prediction accuracy
- machine learning algorithms
- training data
- similarity measure
- feature selection
- computer vision