Interpretable stock price forecasting model using genetic algorithm-machine learning regressions and best feature subset selection.
Kyung Keun YunSang Won YoonDaehan WonPublished in: Expert Syst. Appl. (2023)
Keyphrases
- feature subset selection
- stock price
- forecasting model
- machine learning
- genetic algorithm
- short term
- stock market
- feature selection
- stock exchange
- long term
- bp neural network
- non stationary
- feature subset
- prediction model
- historical data
- financial data
- financial markets
- fitness function
- selection algorithm
- natural language processing
- multi objective
- learning algorithm
- news articles
- genetic algorithm ga
- computer vision
- machine learning methods
- neural network
- financial time series
- pattern recognition
- support vector machine
- data analysis
- ls svm
- evolutionary algorithm
- support vector regression
- optimization method
- model selection
- decision trees
- information extraction
- semi supervised learning
- classification accuracy
- simulated annealing
- text classification
- selected features
- artificial neural networks
- metaheuristic
- regression model
- feature space
- expert systems
- artificial intelligence
- active learning
- ensemble methods
- fuzzy logic
- neural network model
- semi supervised