Prior Knowledge Neural Network for Automatic Feature Construction in Financial Time Series.
Jie FangJianwu LinYong JiangShutao XiaPublished in: CoRR (2019)
Keyphrases
- feature construction
- financial time series
- neural network
- prior knowledge
- stock market
- genetic programming
- data representation
- concept learning
- decision trees
- financial data
- machine learning
- non stationary
- rule learning
- multivariate time series
- fuzzy logic
- pattern recognition
- dimension reduction
- data sets
- genetic algorithm
- exchange rate
- stock price
- supervised learning
- active learning
- data streams
- feature selection