Model Selection for Financial Statement Analysis: Variable Selection with Data Mining Technique.
Ken IshibashiTakuya IwasakiShota OtomasaKatsutoshi YadaPublished in: KES (2016)
Keyphrases
- model selection
- variable selection
- cross validation
- data mining techniques
- data mining
- parameter estimation
- selection criterion
- data warehouse
- bayesian learning
- association rules
- cluster analysis
- statistical learning
- hyperparameters
- regression model
- machine learning
- model selection criteria
- high dimensional
- data analysis
- information criterion
- dimension reduction
- gaussian process
- unsupervised learning
- statistical inference
- feature selection
- bayesian model averaging
- high dimensional data
- leave one out cross validation
- feature extraction
- naive bayes classifier
- bayesian methods
- mutual information
- text classification