An Effective LmRMR for Financial Variable Selection and its Applications.

Sara Aghakhani Reda Alhajj Jon G. Rokne Philip Chang

Published in: IRI (2017)

Keyphrases

variable selection
cross validation
input variables
linear models
stochastic search
high dimensional
model selection
dimension reduction
neural network
face recognition
pattern recognition
artificial neural networks
active learning
high dimensional data
group lasso
logistic regression models