A novel hierarchical feature selection with local shuffling and models reweighting for stock price forecasting.
Zhiyong AnYafei WuFangjing HaoYuer ChenXuerui HePublished in: Expert Syst. Appl. (2024)
Keyphrases
- feature selection
- machine learning
- classification models
- probabilistic model
- model selection
- mutual information
- statistical models
- parameter estimation
- hierarchical models
- accurate models
- stock market
- experimental data
- text categorization
- unsupervised learning
- graphical models
- multi class
- prior knowledge
- feature extraction