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Published in 2017 at "Computational Intelligence and Neuroscience"
DOI: 10.1155/2017/1827016
Abstract: Class imbalance ubiquitously exists in real life, which has attracted much interest from various domains. Direct learning from imbalanced dataset may pose unsatisfying results overfocusing on the accuracy of identification and deriving a suboptimal model.…
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Keywords:
imbalanced data;
ensemble method;
bagging extrapolation;
method ... See more keywords
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Published in 2021 at "Journal of Intelligent and Fuzzy Systems"
DOI: 10.3233/jifs-219020
Abstract: This paper takes 11-year 5-minute high-frequency trading data of the Shanghai and Shenzhen 300 Index (CSI300) as a research sample. First, it proposes a method to define the normal state and the state of attention…
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Keywords:
smote svm;
early warning;
financial market;
research ... See more keywords