A deep learning-based nonlinear ensemble approach with biphasic feature selection for multivariate exchange rate forecasting.
Jujie WangMaolin HeWenjie XuFeng JingPublished in: Multim. Tools Appl. (2023)
Keyphrases
- exchange rate
- deep learning
- feature selection
- unsupervised learning
- machine learning
- foreign exchange
- stock price
- unsupervised feature learning
- financial time series
- long run
- currency exchange
- text categorization
- mental models
- text classification
- feature set
- multi class
- non stationary
- dimensionality reduction
- knn
- weakly supervised
- feature space
- feature extraction
- model selection
- superpixels
- long term
- multivariate time series
- support vector
- information retrieval