Using Volume Weighted Support Vector Machines with walk forward testing and feature selection for the purpose of creating stock trading strategy.
Kamil ZbikowskiPublished in: Expert Syst. Appl. (2015)
Keyphrases
- feature selection
- mutual information
- text categorization
- machine learning
- text classification
- support vector
- random walk
- volume data
- feature set
- feature extraction
- stock market
- weighted sum
- neural network
- method for feature selection
- unsupervised feature selection
- discriminative features
- stock price
- multi task
- classification accuracy
- model selection
- dimensionality reduction
- supply chain
- support vector machine