A Labeling Method for Financial Time Series Prediction Based on Trends.
Dingming WuXiaolong WangJingyong SuBuzhou TangShaocong WuPublished in: Entropy (2020)
Keyphrases
- high accuracy
- high precision
- support vector machine svm
- detection method
- active learning
- experimental evaluation
- clustering method
- cross validation
- ls svm
- pairwise
- evaluation method
- correlation coefficient
- classification method
- synthetic data
- probabilistic model
- computational cost
- dynamic programming
- prior knowledge