Novel online portfolio selection algorithm using deep sequence features and reversal information.
Hong-Liang DaiFei-Tong LaiCui-Yin HuangXiao-Ting LvFatima Sehar ZaidiPublished in: Expert Syst. Appl. (2024)
Keyphrases
- selection algorithm
- structural information
- machine learning
- information content
- information sources
- image processing
- decision trees
- feature extraction
- semantic information
- prior knowledge
- feature subset selection
- online learning
- feature set
- feature space
- pattern recognition
- objective function
- similarity measure
- decision making