Feature Selection for Stock forecasting using Multivariate Convolution Neural Network.
Ji Sung LeeHyeon Sung ChoKyo-Il ChungJi Sang ParkPublished in: ICTC (2020)
Keyphrases
- feature selection
- neural network
- prediction model
- short term load forecasting
- stock market
- text categorization
- short term
- backpropagation neural networks
- financial time series
- feature selection algorithms
- classification accuracy
- predictive model
- neural nets
- feature extraction
- artificial neural networks
- back propagation
- regression model
- knn
- chaotic time series
- image processing
- support vector
- self organizing maps
- text classification
- model selection
- backpropagation neural network
- feed forward neural networks
- stock price
- fuzzy logic
- feature set
- bp neural network
- neural network is trained
- electricity consumption
- multi class
- exchange rate
- feature space
- forecasting model
- support vector machine
- fault diagnosis
- genetic algorithm
- garch model
- machine learning
- learning algorithm
- trading systems
- selected features
- activation function
- mutual information
- recurrent neural networks
- feed forward
- radial basis function