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A new feature selection method based on importance measures for crude oil return forecasting.
Yuan Zhao
Yaohui Huang
Zhijin Wang
Xiufeng Liu
Published in:
Neurocomputing (2024)
Keyphrases
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crude oil
feature selection
mutual information
method for feature selection
prior information
classification accuracy
training data
search space
support vector machine
sufficient conditions
classification method
closed form
forecasting model