Multi-source Transfer Learning with Ensemble for Financial Time Series Forecasting.
Qi-Qiao HePatrick Cheong-Iao PangYain-Whar SiPublished in: WI/IAT (2020)
Keyphrases
- transfer learning
- multi source
- financial time series forecasting
- data fusion
- information fusion
- learning algorithm
- financial time series
- labeled data
- multiple sources
- cross domain
- active learning
- reinforcement learning
- machine learning algorithms
- semi supervised learning
- support vector regression
- data integration
- training data
- data sources
- machine learning
- neural network
- collaborative filtering
- feature selection
- training set
- information integration
- text classification
- text categorization
- community detection
- transfer knowledge
- text mining
- natural language processing
- non stationary
- nearest neighbor
- probability distribution
- pattern recognition
- target domain