Genetic Algorithm for Feature Selection Applied to Financial Time Series Monotonicity Prediction: Experimental Cases in Cryptocurrencies and Brazilian Assets
- DOI
- 10.3390/e26030177
- Published
- 2024-02-20
- Container
- Entropy
- Publisher
- MDPI AG
- Open access
- unknown
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Cite this work
BibTeX
@article{allodium:10.3390/e26030177,
title = {Genetic Algorithm for Feature Selection Applied to Financial Time Series Monotonicity Prediction: Experimental Cases in Cryptocurrencies and Brazilian Assets},
author = {Rodrigo Colnago Contreras and Vitor Trevelin Xavier da Silva and Igor Trevelin Xavier da Silva and Monique Simplicio Viana and Francisco Lledo dos Santos and Rodrigo Bruno Zanin and Erico Fernandes Oliveira Martins and Rodrigo Capobianco Guido},
year = {2024},
journal = {Entropy},
doi = {10.3390/e26030177},
url = {https://doi.org/10.3390/e26030177}
}RIS
TY - JOUR TI - Genetic Algorithm for Feature Selection Applied to Financial Time Series Monotonicity Prediction: Experimental Cases in Cryptocurrencies and Brazilian Assets AU - Rodrigo Colnago Contreras AU - Vitor Trevelin Xavier da Silva AU - Igor Trevelin Xavier da Silva AU - Monique Simplicio Viana AU - Francisco Lledo dos Santos AU - Rodrigo Bruno Zanin AU - Erico Fernandes Oliveira Martins AU - Rodrigo Capobianco Guido PY - 2024 JO - Entropy DO - 10.3390/e26030177 UR - https://doi.org/10.3390/e26030177 ER -
APA
Contreras, R. C., Silva, V. T. X. D., Silva, I. T. X. D., Viana, M. S., Santos, F. L. D., Zanin, R. B., Martins, E. F. O., & Guido, R. C. (2024). Genetic Algorithm for Feature Selection Applied to Financial Time Series Monotonicity Prediction: Experimental Cases in Cryptocurrencies and Brazilian Assets. Entropy. https://doi.org/10.3390/e26030177
Source records
- crossref · retrieved 2026-09-25T07:31:40.596Z