Modeling the EUR/USD Index Using LS-SVM and Performing Variable Selection.
Luis Javier HerreraAlberto GuillénRubén MartínezCarlos GarcíaHéctor PomaresOresti BañosIgnacio Rojas RuizPublished in: IWANN (2) (2015)
Keyphrases
- variable selection
- ls svm
- least squares support vector machine
- input variables
- cross validation
- high dimensional
- linear models
- group lasso
- model selection
- dimension reduction
- least squares
- exchange rate
- logistic regression models
- support vector
- prediction model
- high dimensional data
- parameter estimation
- probabilistic model
- feature space
- data analysis
- feature selection
- neural network