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In predictive modeling, overfitting poses a significant risk, particularly when the feature count surpasses the number of observations, a common scenario in high-dimensional data sets. To mitigate this risk, feature selection is employed to…

General Economics · Economics 2024-11-04 Mahdi Goldani , Soraya Asadi Tirvan

Stock price prediction is influenced by a variety of factors, including technical indicators, which makes Feature selection crucial for identifying the most relevant predictors. This study examines the impact of feature selection on stock…

Statistical Finance · Quantitative Finance 2025-10-17 Fatemeh Moodi , Amir Jahangard-Rafsanjani

The explosion of data in recent years has generated an increasing need for new analysis techniques in order to extract knowledge from massive datasets. Machine learning has proved particularly useful to perform this task. Fully automatized…

Instrumentation and Methods for Astrophysics · Physics 2018-08-29 Antonio D'Isanto , Stefano Cavuoti , Fabian Gieseke , Kai Lars Polsterer

We study the effectiveness of non-uniform randomized feature selection in decision tree classification. We experimentally evaluate two feature selection methodologies, based on information extracted from the provided dataset: $(i)$…

Machine Learning · Statistics 2014-03-25 Anastasios Kyrillidis , Anastasios Zouzias

Feature selection is a widely used dimension reduction technique to select feature subsets because of its interpretability. Many methods have been proposed and achieved good results, in which the relationships between adjacent data points…

Machine Learning · Computer Science 2020-06-01 Yan Min , Mao Ye , Liang Tian , Yulin Jian , Ce Zhu , Shangming Yang

In the data-rich environment, using many economic predictors to forecast a few key variables has become a new trend in econometrics. The commonly used approach is factor augment (FA) approach. In this paper, we pursue another direction,…

Econometrics · Economics 2020-07-21 Zhenzhong Wang , Zhengyuan Zhu , Cindy Yu

Banks utilize credit scoring as an important indicator of financial strength and eligibility for credit. Scoring models aim to assign statistical odds or probabilities for predicting if there is a risk of nonpayment in relation to many…

Risk Management · Quantitative Finance 2023-03-10 Oguz Koc , Omur Ugur , A. Sevtap Kestel

Feature selection problems arise in a variety of applications, such as microarray analysis, clinical prediction, text categorization, image classification and face recognition, multi-label learning, and classification of internet traffic.…

Machine Learning · Statistics 2018-02-15 Francisco Macedo , M. Rosário Oliveira , António Pacheco , Rui Valadas

In reinforcement learning, the state of the real world is often represented by feature vectors. However, not all of the features may be pertinent for solving the current task. We propose Feature Selection Explore and Exploit (FS-EE), an…

Machine Learning · Computer Science 2017-03-13 Zhaohan Daniel Guo , Emma Brunskill

Credit ratings are one of the primary keys that reflect the level of riskiness and reliability of corporations to meet their financial obligations. Rating agencies tend to take extended periods of time to provide new ratings and update…

Risk Management · Quantitative Finance 2020-07-15 Parisa Golbayani , Ionuţ Florescu , Rupak Chatterjee

Software fault prediction (SFP) is a critical task in software engineering, enabling early identification of faults in modules to improve software quality and reduce maintenance costs. This research investigates the combined effects of…

Software Engineering · Computer Science 2026-05-19 Ahmad Nauman Ghazi , Nagajyothi Devarapalli , Ashir Javeed , Sadi Alawadi , Fahed Alkhabbas , Khalid AlKharabsheh

Canonical distances such as Euclidean distance often fail to capture the appropriate relationships between items, subsequently leading to subpar inference and prediction. Many algorithms have been proposed for automated learning of suitable…

Machine Learning · Statistics 2020-08-24 Tyler M. Tomita , Joshua T. Vogelstein

We present a novel feature matching algorithm that systematically utilizes the geometric properties of features such as position, scale, and orientation, in addition to the conventional descriptor vectors. In challenging scenes with the…

Computer Vision and Pattern Recognition · Computer Science 2017-01-23 Sehyung Lee , Jongwoo Lim , Il Hong Suh

The challenges in feature selection, particularly in balancing model accuracy, interpretability, and computational efficiency, remain a critical issue in advancing machine learning methodologies. To address these complexities, this study…

Machine Learning · Computer Science 2026-01-06 Nachiket Kapure , Harsh Joshi , Parul Kumari , Rajeshwari Mistri , Manasi Mali

In this article, we investigate the features which enhanced discriminate the survival in the micro and small business (MSE) using the approach of data mining with feature selection. According to the complexity of the data set, we proposed a…

Machine Learning · Statistics 2018-10-03 Diego Nascimento , Anderson Ara , Francisco Louzada Neto

This paper discusses predictive inference and feature selection for generalized linear models with scarce but high-dimensional data. We argue that in many cases one can benefit from a decision theoretically justified two-stage approach:…

Machine Learning · Statistics 2020-11-09 Juho Piironen , Markus Paasiniemi , Aki Vehtari

Empirical measures of financial connectedness based on Forecast Error Variance Decompositions (FEVDs) often yield dense network structures that obscure true transmission channels and complicate the identification of systemic risk. This…

Econometrics · Economics 2026-01-19 Fu Ouyang , Thomas T. Yang , Wenying Yao

Feature selection has been studied widely in the literature. However, the efficacy of the selection criteria for low sample size applications is neglected in most cases. Most of the existing feature selection criteria are based on the…

Computer Vision and Pattern Recognition · Computer Science 2018-07-16 S L Happy , Ramanarayan Mohanty , Aurobinda Routray

For many data-intensive tasks, feature selection is an important preprocessing step. However, most existing methods do not directly and intuitively explore the intrinsic discriminative information of features. We propose a novel feature…

Machine Learning · Computer Science 2024-01-17 Chunxu Cao , Qiang Zhang

This paper presents analytical techniques to improve redundancy and relevance assessment for precise selection of features in practical multi-class raw datasets. We propose a matrix-rank based $k$-medoids algorithm that guarantees to output…

Signal Processing · Electrical Eng. & Systems 2021-07-05 Terry Guo , Animesh Dahal , Ambareen Siraj
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