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Winning the Kaggle Algorithmic Trading Challenge with the Composition of Many Models and Feature Engineering.
Ildefons Magrans de Abril
Masashi Sugiyama
Published in:
IEICE Trans. Inf. Syst. (2013)
Keyphrases
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feature engineering
data analysis
databases
computer science
probabilistic model
knowledge discovery
information extraction
trading systems
machine learning
bayesian networks
learning environment
pattern recognition
feature space
prior knowledge
stock market