A daily stock index predictor using feature selection based on a genetic wrapper.
Dong-Hee ChoSeung-Hyun MoonYong-Hyuk KimPublished in: GECCO Companion (2020)
Keyphrases
- feature selection
- stock index
- stock market
- garch model
- stock exchange
- stock index futures
- feature ranking
- text categorization
- genetic algorithm
- stock price
- wrapper feature selection
- feature space
- feature selection algorithms
- text classification
- high dimensionality
- dimensionality reduction
- mutual information
- unsupervised learning
- support vector
- feature extraction
- wrapper method
- dimension reduction
- machine learning
- feature subset
- knn
- evolutionary algorithm
- trading systems
- decision support system