A Global Methodology for Variable Selection: Application to Financial Modeling

Reference:

Qi Yu, Eric Séverin, and Amaury Lendasse. A global methodology for variable selection: Application to financial modeling. In Mashs 2007, Computational Methods for Modelling and learning in Social and Human Sciences, Brest (France), May 10-11 2007.

Suggested BibTeX entry:

@inproceedings{Yu07_2,
    author = {Qi Yu and Eric S\'{e}verin and Amaury Lendasse},
    booktitle = {Mashs 2007, Computational Methods for Modelling and learning in Social and Human Sciences, Brest (France)},
    language = {eng},
    month = {May 10-11},
    title = {A Global Methodology for Variable Selection: Application to Financial Modeling},
    year = {2007},
}