Less is More: Bitcoin Volatility Forecast Using Feature Selection and Deep Learning Models.
Haiping WangXin ZhouPublished in: INDIN (2022)
Keyphrases
- learning models
- feature selection
- feature selection algorithms
- classification models
- machine learning
- learning tasks
- semi supervised learning
- learning algorithm
- machine learning algorithms
- loss function
- learning problems
- feature subset
- text classification
- text categorization
- stock market
- short term
- support vector
- conditional random fields
- credit card
- classification accuracy
- feature space
- feature extraction
- information retrieval
- data sets
- unsupervised learning
- feature set
- knn
- decision trees
- predictive model
- garch model
- pairwise
- sparse metric learning