An Asymptotic Statistical Learning Algorithm for Prediction of Key Trading Events.
Jianfei YinRuili WangShunda JuYizhe BaiJoshua Zhexue HuangPublished in: IEEE Intell. Syst. (2020)
Keyphrases
- learning algorithm
- prediction accuracy
- nearest neighbour algorithm
- prediction model
- event detection
- active learning
- learning scheme
- data sets
- back propagation
- machine learning algorithms
- statistical methods
- prediction algorithm
- statistical analysis
- data driven
- reinforcement learning
- decision trees
- information theoretic
- temporal relations
- statistical information
- expected values
- rbf network
- confidence intervals
- learning rate
- prediction error
- test bed
- human activities
- statistical models
- electronic commerce
- training samples
- supervised learning
- neural network