Feature Selection with Annealing for Forecasting Financial Time Series

arXiv:2303.02223v3 Announce Type: replace
Abstract: Stock market and cryptocurrency forecasting is very important to investors as they aspire to achieve even the slightest improvement to their buy or hold strategies so that they may increase profitability. However, obtaining accurate and reliable predictions is challenging, noting that accuracy does not equate to reliability, especially when financial time-series forecasting is applied owing to its complex and chaotic tendencies. To mitigate this complexity, this study provides a comprehensive method for forecasting financial time …

abstract accuracy arxiv aspire cryptocurrency cs.lg feature feature selection financial forecasting improvement investors market predictions q-fin.cp series stock strategies time series type