Combining heterogeneous classifiers for stock selection.
George AlbanisRoy BatchelorPublished in: Intell. Syst. Account. Finance Manag. (2007)
Keyphrases
- combining classifiers
- training data
- feature selection
- support vector
- multiple classifier systems
- class labels
- majority voting
- classification systems
- stock price
- decision trees
- data sets
- test set
- training set
- selection algorithm
- classifier combination
- linear classifiers
- selection strategy
- real world
- binary classifiers
- multiple classifiers
- sequential forward selection
- extracted features
- roc curve
- ensemble methods
- stock market
- classification method