Combining multiple feature selection methods for stock prediction: Union, intersection, and multi-intersection approaches

Decision Support Systems

Volumn 50, Issue 1, 2010, Pages 258-269

  Tsai, Chih Fong ^a   Hsiao, Yu Chieh ^a  

^a NATIONAL CENTRAL UNIVERSITY   (Taiwan)

Author keywords

Data mining; Decision trees; Feature selection; Genetic algorithm; Principal Component Analysis; Stock prediction

Indexed keywords

BACK PROPAGATION NEURAL NETWORKS; COMBINATION METHOD; COMBINED FEATURES; DATA MINING TECHNIQUES; DATA SETS; FEATURE SELECTION; FEATURE SELECTION METHODS; INVESTMENT DECISIONS; MULTIPLE FEATURES; PRE-PROCESSING STEP; PREDICTION MODEL; PREDICTION PERFORMANCE; PRINCIPAL COMPONENTS; RESEARCH PROBLEMS; STOCK PREDICTIONS; STOCK PRICE;

DATA MINING; DATA PROCESSING; DECISION TREES; FEATURE EXTRACTION; FILTRATION; FORECASTING; GENETIC ALGORITHMS; INVESTMENTS; MATHEMATICAL MODELS; NEURAL NETWORKS;

PRINCIPAL COMPONENT ANALYSIS;

EID: 78049481395     PISSN: 01679236     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.dss.2010.08.028     Document Type: Article

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