Engineering Commons^™

Instance Selection Using Genetic Algorithms For An Intelligent Ensemble Trading System, Youngmin Kim, David Lee Enke

Engineering Management and Systems Engineering Faculty Research & Creative Works

Instance selection is a way to remove unnecessary data that can adversely affect the prediction model, thereby selecting representative and relevant data from the original data set that is expected to improve predictive performance. Instance selection plays an important role in improving the scalability of data mining algorithms and has also proven to be successful over a wide range of classification problems. However, instance selection using an evolutionary approach, as proposed in this study, is different from previous methods that have focused on improving accuracy performance in the stock market (i.e., Up or Down forecast). In fact, we propose a …