Grid search with a weighted error function: Hyper-parameter optimization for financial time series forecasting.
Yuan ZhaoWeiguo ZhangXiufeng LiuPublished in: Appl. Soft Comput. (2024)
Keyphrases
- parameter optimization
- grid search
- random search
- genetic algorithm ga
- hyperparameters
- cross validation
- genetic algorithm
- differential evolution
- parameter estimation
- support vector machine
- generalization ability
- random forest
- model selection
- support vector regression
- parameter settings
- pid controller
- gaussian process
- support vector
- random sampling
- bayesian inference
- parameter values
- neural network
- maximum likelihood
- training data
- incremental learning
- fitness function
- feature selection
- machine learning