A grouping-based AdaBoost method for factor investing.
Yujie DingWenting TuChuan QinJun ChangPublished in: ICTAI (2022)
Keyphrases
- experimental evaluation
- high precision
- similarity measure
- preprocessing
- detection method
- synthetic data
- significant improvement
- cost function
- feature selection
- test data
- segmentation method
- error rate
- clustering method
- high accuracy
- dynamic programming
- feature set
- probabilistic model
- computational cost
- face detection
- evolutionary algorithm
- training data
- feature extraction
- machine learning