Search
Search Results
-
Uncertainty Optimization Based Feature Selection Model for Stock Marketing
Market analyzers use different parameters as features in the market data to analyze the market trends. The feature’s values act as a signal to market...
-
Survey of feature selection and extraction techniques for stock market prediction
In stock market forecasting, the identification of critical features that affect the performance of machine learning (ML) models is crucial to...
-
Combining Feature Selection and Classification Using LASSO-Based MCO Classifier for Credit Risk Evaluation
Credit risk evaluation is a difficult task to predict default probabilities and deduce risk classification, and many classification methods and...
-
Two-Stage Hybrid Feature Selection Approach Using Levy’s Flight Based Chicken Swarm Optimization for Stock Market Forecasting
Stock market forecasting is done by analyzing multivariate financial time series generated through technical analysis. However, high-dimensional data...
-
Quantum Optimized Cost Based Feature Selection and Credit Scoring for Mobile Micro-financing
Mobile e-commerce has grown rapidly in the last decade because of the development of mobile network services, computing capabilities and big data’s...
-
Feature Selection and Hyperparameters Optimization Employing a Hybrid Model Based on Genetic Algorithm and Artificial Neural Network: Forecasting Dividend Payout Ratio
Among the most crucial factors that should be considered in the fundamental decision-making processes of companies is dividend policy. All market...
-
Bankruptcy Prediction using the XGBoost Algorithm and Variable Importance Feature Engineering
The emergence of big data, information technology, and social media provides an enormous amount of information about firms’ current financial health....
-
Forecasting Large Collections of Time Series: Feature-Based Methods
In economics and many other forecasting domains, the real world problems are too complex for a single model that assumes a specific data generation...
-
Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research
This paper provides evidence on the use of Random Regression Forests (RRF) for optimal lag selection. Using an extended sample of 144 data series, of...
-
Feature Screening in High Dimensional Regression with Endogenous Covariates
The most existing methods for feature screening and variable selection are based on the exogeneity assumption. Endogeneity, however, often arises in...
-
The determinants of political selection: a citizen-candidate model with valence signaling and incumbency advantage
We expand the theory of politician quality in electoral democracies with citizen candidates by supposing that performance while in office sends a...
-
Model-Selection Inference for Causal Impact of Clusters and Collaboration on MSMEs in India
Do firms benefit more from agglomeration-based spillovers than the technical know-how obtained through inter-firm collaboration? Quantifying the...
-
Social Selection in the Financial Market: Logical Mechanism
Based on the findings in Chap. 1, this chapter develops the basic mechanism of social selection, by introducing and examining of the sufficiency...
-
Is unemployment hysteretic or structural? A Bayesian model selection approach
This document estimates an unobserved components model to examine the connection between the business cycle and the natural unemployment rate in...
-
Weak aggregating specialist algorithm for online portfolio selection
This paper proposes a novel online learning algorithm, named weak aggregating specialist algorithm (WASA), and presents its theoretical bound. This...
-
An efficient stock market prediction model using hybrid feature reduction method based on variational autoencoders and recursive feature elimination
In this study, the hourly directions of eight banking stocks in Borsa Istanbul were predicted using linear-based, deep-learning (LSTM) and ensemble...
-
Sexual selection of conspicuous consumption
Recently, a number of papers draw upon ideas from sexual selection and costly signaling theory to argue that conspicuous consumption has evolved as a...
-
And the first runner-up is...: comparing winner selection procedures in multi-winner Tullock contests
We characterise the strategic equivalence among k -winner contests using simultaneous and sequential winner selection. We test this prediction of...
-
Industrial Competitiveness Among China’s Industrial Sectors and Sector Selection
This chapter evaluates and analyzes the industrial competition and development direction of 39 major industries in the mining, manufacturing, power,...
-
Variable Selection and Feature Screening
This chapter provides a selective review on feature screening methods for ultra-high dimensional data. The main idea of feature screening is reducing...