Prediction of stock price direction using a hybrid GA-XGBoost algorithm with a three-stage feature engineering process - Yun, Kyung Keun; Yoon, Sang Won; Won, Daehan (Expert systems with applications, 2021)
Keywords: Algorithms; Artificial intelligence; Big Data; Blessing of dimensionality; Curse of dimensionality; Deep learning; Engineering; Feature set expansion; Genetic algorithm; Hybrid systems; Indicators; Machine learning; Optimal feature set; Performance prediction; Pricing; Securities markets; Technical indicators; XGBoost feature selection; Technical indicators; Curse of dimensionality; Genetic algorithm; Blessing of dimensionality; XGBoost feature selection; Feature set expansion; Optimal feature set