Split Feature Space Ensemble Method using Deep Reinforcement Learning for Algorithmic Trading.
Marcell NémethGábor SzücsPublished in: ICCTA (2022)
Keyphrases
- ensemble methods
- feature space
- reinforcement learning
- feature subset
- prediction accuracy
- benchmark datasets
- decision trees
- random forests
- base classifiers
- ensemble learning
- function approximation
- machine learning methods
- feature vectors
- mean shift
- feature selection
- rotation forest
- high dimensional
- feature set
- linear discriminant analysis
- random forest
- drifting concepts
- training samples
- generalization ability
- data points
- dimensionality reduction
- principal component analysis
- input space
- classification accuracy
- training set
- support vector machine
- ensemble classifier
- classifier ensemble
- learning algorithm
- feature extraction
- data sets
- learning problems
- non stationary
- kernel methods
- simulated annealing
- similarity measure
- subspace methods