Using Genetic Algorithms for Feature Selection in Predicting Financial Distresses with Support Vector Machines.
Pei-Wen HuangChao-Lin LiuPublished in: SMC (2006)
Keyphrases
- feature selection
- text categorization
- mutual information
- feature set
- genetic algorithm
- feature extraction
- multi class
- stock market
- support vector
- machine learning
- dimensionality reduction
- small sample
- selected features
- high dimensionality
- decision making
- method for feature selection
- risk management
- data mining
- feature selection algorithms
- feature ranking
- portfolio optimization
- microarray data
- classification accuracy
- support vector machine
- discriminative features
- support vector classification
- data sets
- redundant features
- decision trees
- financial data
- bayes classifier
- feature subset
- model selection
- fraud detection
- naive bayes
- multi task
- information gain
- classification models