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IEICE Trans

Keyword : maximal information coefficient

Winning the Kaggle Algorithmic Trading Challenge with the Composition of Many Models and Feature Engineering
Ildefons MAGRANS DE ABRIL Masashi SUGIYAMA 
Publication:   IEICE TRANSACTIONS on Information and Systems
Publication Date: 2013/03/01
Vol. E96-D  No. 3 ; pp. 742-745
Type of Manuscript:  LETTER
Category: Artificial Intelligence, Data Mining
Keyword: 
Kaggle challenge, model architecture, boosting, feature selection, high frequency trading, liquidity shock, maximal information coefficient, 
 Summary | Full Text:PDF