Inspecting the Latent Space of Stock Market Data with Genetic Programming.
Sungjoo HaSangyeop LeeByung-Ro MoonPublished in: GECCO (Companion) (2016)
Keyphrases
- genetic programming
- latent space
- stock market data
- stock trading
- latent variables
- financial data
- low dimensional
- stock price
- stock market
- gaussian process
- generative model
- dimensionality reduction
- data streams
- lower dimensional
- gaussian processes
- parameter space
- manifold learning
- matrix factorization
- high dimensional
- feature space
- gaussian mixture
- transfer learning
- probabilistic latent semantic analysis
- gaussian process latent variable models
- distance metric
- high dimensional data
- prior knowledge
- data mining
- em algorithm
- high dimensional spaces
- hyperparameters
- co occurrence
- semi supervised