Improving the Performance of Stock Trend Prediction by Applying GA to Feature Selection.
Tian XiaQibo SunAo ZhouShangguang WangShilong XiongSiyi GaoJinglin LiQuan YuanPublished in: SC² (2018)
Keyphrases
- feature vectors
- feature selection
- feature set
- feature extraction
- genetic algorithm ga
- genetic algorithm
- prediction accuracy
- parameter optimization
- fitness function
- stock market
- mutual information
- multi objective
- prediction algorithm
- text categorization
- feature selection algorithms
- stock price
- evolutionary algorithm
- support vector
- irrelevant features
- unsupervised feature selection
- grey model
- prediction model
- metaheuristic
- text classification
- multi class
- classification models
- prediction error
- feature subset
- discriminative features
- particle swarm optimization
- models built
- machine learning
- stock data
- stock trading
- data sets