LG-Trader: Stock trading decision support based on feature selection by weighted localized generalization error model

Neurocomputing

Volumn 146, Issue , 2014, Pages 104-112

  Ng, Wing W Y ^a   Liang, Xue Ling ^a   Li, Jincheng ^a,b   Yeung, Daniel S ^a   Chan, Patrick P K ^a  

^a SOUTH CHINA UNIVERSITY OF TECHNOLOGY   (China)

^b GUANGDONG PHARMACEUTICAL UNIVERSITY   (China)

Author keywords

Feature selection; L GEM; LG Trader; MLPNN; Multi objective; Stock trading decision

Indexed keywords

ARTIFICIAL INTELLIGENCE; DECISION SUPPORT SYSTEMS; FEATURE EXTRACTION; GENETIC ALGORITHMS; LEARNING SYSTEMS;

L-GEM; LG-TRADER; MLPNN; MULTI OBJECTIVE; STOCK TRADING; LOCALIZED GENERALIZATION ERROR MODELS; LOCALIZED GENERALIZATION ERRORS; MACHINE LEARNING RESEARCH; MACHINE LEARNING TECHNIQUES;

COMMERCE;

ACCURACY; ARTICLE; CALCULATION; DECISION SUPPORT SYSTEM; FINANCE; FINANCIAL INFORMATION SYSTEM; FINANCIAL MANAGEMENT; GENETIC ALGORITHM; INVESTMENT; LINEAR SYSTEM; MARKET; MATHEMATICAL MODEL; NONLINEAR SYSTEM; PREDICTION; PRIORITY JOURNAL; STOCK TRADING; ALGORITHM; ARTIFICIAL NEURAL NETWORK; CONTROLLED STUDY; LEARNING ALGORITHM; LG TRADER; MATHEMATICAL COMPUTING; MULTILAYER PERCEPTRON NEURAL NETWORK; PROCESS OPTIMIZATION; STATISTICAL MODEL; WEIGHTED LOCALIZED GENERALIZATION ERROR MODEL;

EID: 84906950958     PISSN: 09252312     EISSN: 18728286     Source Type: Journal    
DOI: 10.1016/j.neucom.2014.04.066     Document Type: Article

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