A Novel Feature Selection Method for Risk Management in High-Dimensional Time Series of Cryptocurrency Market

Erfan Varedi, Reza Boostani. A Novel Feature Selection Method for Risk Management in High-Dimensional Time Series of Cryptocurrency Market. J. Data and Information Quality, 15(3), September 2023. [doi]

@article{VarediB23,
  title = {A Novel Feature Selection Method for Risk Management in High-Dimensional Time Series of Cryptocurrency Market},
  author = {Erfan Varedi and Reza Boostani},
  year = {2023},
  month = {September},
  doi = {10.1145/3597309},
  url = {https://doi.org/10.1145/3597309},
  researchr = {https://researchr.org/publication/VarediB23},
  cites = {0},
  citedby = {0},
  journal = {J. Data and Information Quality},
  volume = {15},
  number = {3},
}