Yu, Lean; Yu, Lihang; Yu, Kaitao - In: Financial innovation : FIN 7 (2021), pp. 1-20
-dimensionality-trait-driven learning paradigm is proposed for feature extraction and classifier selection. The proposed paradigm consists of three main … stages: categorization of high dimensional data, high-dimensionality-trait-driven feature extraction, and high … < feature dimensions < sample size, and feature dimensions ≥ sample size. In the second stage, some typical feature extraction …