in this study, a prediction model based on support vector machines (svm) improved by introducing a volume weighted penalty function to the model was introduced to increase the accuracy of forecasting short term trends on the stock market to develop the optimal trading strategy. along with vw-svm classifier, a hybrid feature selection method was used that consisted of f-score as the filter part ...

Feature selection is a data processing method which aims to select effective feature subsets from original features. based on evolutionary computation (EC) algorithms can often achieve better classification performance because of their global search ability. However, methods using EC cannot get rid invalid features effectively. A small number still exist till the termination algorithms. In this...

Abstract Real-world problems are commonly characterized by a high feature dimensionality, which hinders the modelling and descriptive analysis of data. However, some these data may be irrelevant or redundant for learning process. Different approaches can used to reduce this information, improving not only speed building models but also their performance interpretability. In review, we focus on ...

We address the problem of credit scoring as a classification and feature subset selection problem. Based on the current framework of sophisticated feature selection methods, we identify features that contain the most relevant information to distinguish good loan payers from bad loan payers. The feature selection methods are validated on several real world datasets with different types of classi...