AdaBoost-LSTM Ensemble Learning for Financial Time Series Forecasting.
Shaolong SunYunjie WeiShouyang WangPublished in: ICCS (3) (2018)
Keyphrases
- ensemble learning
- financial time series forecasting
- strong classifier
- ensemble methods
- weak learners
- base classifiers
- financial time series
- generalization ability
- base learners
- ensemble classifier
- feature selection
- random forest
- recurrent neural networks
- support vector regression
- concept drift
- unlabeled data
- prediction accuracy
- multi class
- financial data
- decision trees
- naive bayes
- support vector machine svm
- adaboost algorithm
- reinforcement learning
- training data