A Study on Relevant Features for Intraday S&P 500 Prediction Using a Hybrid Feature Selection Approach.
Mahinda Mailagaha KumbureChristoph LohrmannPasi LuukkaPublished in: LOD (2021)
Keyphrases
- feature selection
- feature set
- feature extraction
- feature space
- informative features
- selected features
- classification accuracy
- high dimensionality
- prediction accuracy
- machine learning
- selecting features
- unsupervised feature selection
- irrelevant features
- feature subset
- image features
- low level
- neural network
- text categorization
- stock market
- mutual information
- dimensionality reduction
- information gain
- feature weighting
- input features
- feature vectors
- support vector