Multi-source Transfer Learning with Ensemble for Financial Time Series Forecasting.
Qi-Qiao HePatrick Cheong-Iao PangYain-Whar SiPublished in: CoRR (2021)
Keyphrases
- transfer learning
- multi source
- financial time series forecasting
- data fusion
- financial time series
- information fusion
- labeled data
- reinforcement learning
- active learning
- data sources
- learning algorithm
- multiple sources
- data integration
- cross domain
- semi supervised learning
- text categorization
- training data
- collaborative filtering
- target domain
- machine learning
- text classification
- transfer knowledge
- unlabeled data
- support vector regression
- database
- neural network
- information integration
- multi attribute
- data model
- stock market
- data points
- prior knowledge
- semi supervised
- training set
- similarity measure
- decision trees
- feature selection
- text mining
- data sets