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Applying Dynamic Training-Subset Selection Methods Using Genetic Programming for Forecasting Implied Volatility.

Sana Ben HamidaWafa AbdelmalekFathi Abid
Published in: Comput. Intell. (2016)
Keyphrases
  • subset selection
  • benchmark datasets
  • active learning
  • exchange rate
  • preprocessing
  • training set
  • hidden markov models