Table 3 Feature selection/extraction techniques applied in the reviewed articles
From: Survey of feature selection and extraction techniques for stock market prediction
Technique | Number of articles | Research articles |
|---|---|---|
1. Correlation criteria | 5 | Alsubaie et al. (2019); Aloraini (2015); Li et al. (2022); Kumar et al. (2016); Nabi et al. (2019) |
2. Distance criteria | 1 | Aloraini (2015) |
3. Relief algorithm | 3 | Alsubaie et al. (2019); Kumar et al. (2016); Gunduz et al. (2017) |
4. RFE | 3 | Botunac et al. (2020); Yuan et al. (2020); Shen and Shafiq (2020) |
5. RF | 5 | Botunac et al. (2020); Kumar et al. (2016); Yuan et al. 2020; Labiad et al. (2016); Haq et al. (2021) |
6. SVM | 1 | Haq et al. (2021) |
7. Logistic regression | 1 | Haq et al. (2021) |
8. Lasso estimate | 1 | Aloraini (2015) |
9. RBM | 1 | Cai et al. (2012) |
10. FSMRMR | 1 | Sun et al. (2019) |
11. CMIM | 1 | Sun et al. (2019) |
12. Information gain | 2 | |
13. Gain ratio | 2 | |
14. PCA | 11 | Nabi et al. (2019), Shen and Shafiq (2020), Siddique and Panda (2019), Singh and Khushi (2021) |
Ampomah et al. (2020), Qolipour et al. (2021), Iacomin (2015), Ampomah et al. (2021) | ||
15. Autoencoder | 5 | Chong et al. (2017); Bhanja and Das (2022); Xie and Yu (2021); Dami and Esterabi (2021); Gunduz (2021) |
16. LDA | 1 | Ampomah et al. (2021) |
17. Factor analysis | 2 | |
18. Firefly optimization | 1 | Das et al. (2019) |
19. Genetic algorithm | 3 | Das et al. (2019; Barak et al. (2017); Farahani and Hajiagha (2021) |
20. FO with GA | 1 | Das et al. (2019) |