Forecasting model selection using intermediate classification: Application to MonarchFx corporation.
Sajjad TaghiyehDavid C. LengacherRobert B. HandfieldPublished in: Expert Syst. Appl. (2020)
Keyphrases
- model selection
- cross validation
- hyperparameters
- sample size
- parameter estimation
- statistical learning
- regression model
- selection criterion
- machine learning
- unsupervised learning
- mixture model
- bayesian learning
- feature selection
- meta learning
- leave one out cross validation
- error estimation
- statistical inference
- generalization error
- information criterion
- model selection criteria
- variable selection
- classification accuracy
- feature space
- independent component analysis
- supervised learning
- marginal likelihood