基于BSFinformer模型的金融数据特征选择及预测
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朱晓彤, 林培光, 孙玫, 王倩, 李金玉, 王杰茹
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Feature selection and prediction of financial data based on BSFinformer model
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Xiaotong Zhu, Peiguang Lin, Mei Sun, Qian Wang, Jinyu Li, Jieru Wang
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表1 采用Boruta?SHAP进行特征选择的实验结果
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Table 1 Experimental results of feature selection by Boruta?SHAP
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| Features | Feature Importance | Decision |
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| CLOSE | 2.262197119 | Accepted | | OPEN | 2.165680501 | Accepted | | SPR | 1.812067526 | Accepted | | LOW | 1.66772876 | Accepted | | LAS | 0.735900298 | Accepted | | HIGH | 0.476583884 | Accepted | | VWAP | 0.255709245 | Accepted | | COUNT | -0.096069686 | Accepted | | TICK | -0.16843082 | Accepted | | VOL | -0.323379883 | Accepted | | MOV | -0.349020967 | Accepted | VAR VOLUME | -0.56171029 -0.58607727 | Rejected Rejected |
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