Prediction of stock price direction using a hybrid GA-XGBoost algorithm with a three-stage feature engineering process
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Title
Prediction of stock price direction using a hybrid GA-XGBoost algorithm with a three-stage feature engineering process
Authors
Keywords
Genetic algorithm, XGBoost feature selection, Technical indicators, Blessing of dimensionality, Curse of dimensionality, Feature set expansion, Optimal feature set
Journal
EXPERT SYSTEMS WITH APPLICATIONS
Volume 186, Issue -, Pages 115716
Publisher
Elsevier BV
Online
2021-08-13
DOI
10.1016/j.eswa.2021.115716
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