Title
A novel reconstructed training-set SVM with roulette cooperative coevolution for financial time series classification.
Abstract
•A novel SVM is proposed for high noise and unbalanced distribution data.•Feature selection is improved by a novel method using the hierarchical relations in feature sets.•Roulette algorithm is introduced into cooperative coevolution.
Year
DOI
Venue
2019
10.1016/j.eswa.2019.01.022
Expert Systems with Applications
Keywords
Field
DocType
Reconstructed training-set SVM,Cooperative coevolution,Time series,Classification
Training set,Data mining,Data set,Computer science,Cooperative coevolution,Support vector machine,Synthetic data,Artificial intelligence,Roulette,Finance,Machine learning,Time series classification
Journal
Volume
ISSN
Citations 
123
0957-4174
0
PageRank 
References 
Authors
0.34
0
3
Name
Order
Citations
PageRank
Chao Luo1288.51
Zhipeng Jiang2336.56
Yuanjie Zheng367155.01