Forecasting Financial Time Series with Grammar-Guided Feature Generation.
Anthony Mihirana De SilvaRichard I. A. DavisSyed Ahmed PashaPhilip Heng Wai LeongPublished in: Comput. Intell. (2017)
Keyphrases
- financial time series
- feature generation
- financial time series forecasting
- stock market
- inductive learning
- text categorization
- non stationary
- financial data
- exchange rate
- statistical approaches
- generation method
- stock price
- turning points
- word sense disambiguation
- natural language
- machine learning
- semantic features
- multivariate time series
- information extraction
- feature representations
- inductive logic programming
- short term
- data mining
- selection strategy
- feature construction
- long term
- feature selection