New Entropy Based Distance for Training Set Selection in Debt Portfolio Valuation.
Tomasz KajdanowiczSlawomir PlamowskiPrzemyslaw KazienkoPublished in: Int. J. Inf. Technol. Web Eng. (2012)
Keyphrases
- training set
- test set
- training data
- data sets
- active learning
- classification accuracy
- feature space
- supervised learning
- training samples
- decision trees
- distance measure
- cross validation
- classification algorithm
- short term
- portfolio optimization
- portfolio management
- positive and negative examples
- historical data
- selection algorithm
- distance metric
- neural network