Genetic Algorithm for Feature Selection Applied to Financial Time Series Monotonicity Prediction: Experimental Cases in Cryptocurrencies and Brazilian Assets

Genetic Algorithm for Feature Selection Applied to Financial Time Series Monotonicity Prediction: Experimental Cases in Cryptocurrencies and Brazilian Assets

Since financial assets on stock exchanges were created, investors have sought to predict their future values. Currently, cryptocurrencies are also seen as assets. Machine learning is increasingly adopted to assist and automate investments. The main objective of this paper is to make daily prediction...

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Bibliographic Details
Main Authors: Rodrigo Colnago Contreras, Vitor Trevelin Xavier da Silva, Igor Trevelin Xavier da Silva, Monique Simplicio Viana, Francisco Lledo dos Santos, Rodrigo Bruno Zanin, Erico Fernandes Oliveira Martins, Rodrigo Capobianco Guido
Format: Article
Language:English
Published: MDPI AG 2024-02-01
Series:Entropy
Subjects:
feature selection
genetic algorithm
Bitcoin
time series
forecasting
machine learning
Online Access:https://www.mdpi.com/1099-4300/26/3/177

Internet

https://www.mdpi.com/1099-4300/26/3/177

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