A generalized financial time series forecasting model based on automatic feature engineering using genetic algorithms and support vector machine.
Norberto Ritzmann JuniorJúlio César NievolaPublished in: IJCNN (2018)
Keyphrases
- feature engineering
- financial time series forecasting
- support vector machine
- dependency parsing
- machine learning
- support vector regression
- financial time series
- text classification
- natural language processing
- feature vectors
- labeled data
- support vector machine svm
- support vector
- feature selection
- pairwise
- long term
- training set
- case based reasoning
- kernel function
- speech processing
- data sets