Feature selection for financial data classification: Islamic finance application

Kartiwi, Mira and Gunawan, Teddy Surya and Arundina, Tika and Omar, Mohd. Azmi (2019) Feature selection for financial data classification: Islamic finance application. In: 2018 IEEE 5th International Conference on Smart Instrumentation, Measurement and Application (ICSIMA), 28th-30th November 2018, Songkla, Thailand.

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Abstract

The rapid growth of computing technology to process vast amount of data has impelled more interest in data mining. Such interest was mainly aimed at knowledge discovery to improve decision making process in diverse range of applications, including Islamic finance. One of the most critical steps in data mining is data preprocessing, as it would directly affect the quality of insights obtained at the later stage. Feature selection has been widely used in data preprocessing phase to improve the machine learning algorithm and model interpretability. However, there has been limited attention has been given on the evaluation of feature selection methods on its effectiveness to process input data for Induction Decision Tree (IDT). Hence, this study aims to address such gap in the literature through the use of real-world data in Islamic finance to evaluate the improvement that generated by feature selection method. The result of the study shows that the use of such technique has resulted in better performance of the IDT model generated in the study.

Item Type:	Conference or Workshop Item (Invited Papers)
Additional Information:	6326/71851
Uncontrolled Keywords:	feature selection; data mining; Islamic finance
Subjects:	H Social Sciences > HG Finance > HG3368 Islamic Banking and Finance T Technology > T Technology (General) > T55.4 Industrial engineering.Management engineering. > T58.6 Management information systems
Kulliyyahs/Centres/Divisions/Institutes (Can select more than one option. Press CONTROL button):	Kulliyyah of Engineering Kulliyyah of Engineering > Department of Electrical and Computer Engineering Kulliyyah of Information and Communication Technology Kulliyyah of Information and Communication Technology Kulliyyah of Information and Communication Technology > Department of Information System Kulliyyah of Information and Communication Technology > Department of Information System
Depositing User:	Prof. Dr. Teddy Surya Gunawan
Date Deposited:	29 Apr 2019 11:49
Last Modified:	11 Jun 2019 15:52
URI:	http://irep.iium.edu.my/id/eprint/71851

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