Abraham, Rebecca; El Samad, Mahmoud; Bakhach, Amer M.; … - In: Journal of risk and financial management : JRFM 15 (2022) 5, pp. 1-18
a features selection model, based on the Genetic Algorithm (GA), and Random Forest (RF) classifier. In our study, we … consider four international stock indices that follow the concept of distributed lag analysis. We adopted a genetic algorithm …