Stock daily return prediction using expanded features and feature selection.
Hakan GündüzZehra ÇataltepeYusuf YaslanPublished in: Turkish J. Electr. Eng. Comput. Sci. (2017)
Keyphrases
- feature selection
- feature set
- feature selection algorithms
- selected features
- irrelevant features
- classification accuracy
- classification models
- prediction accuracy
- informative features
- image features
- input features
- discriminative features
- feature space
- feature extraction
- co occurrence
- feature subset
- feature generation
- feature vectors
- machine learning
- high dimensionality
- stock market
- unsupervised feature selection
- mutual information
- bayes classifier
- selecting features
- feature relevance
- selecting relevant features
- feature reduction
- feature construction
- feature weighting
- prediction model
- classification method
- training data