A Novel Feature Selection Method for Risk Management in High-Dimensional Time Series of Cryptocurrency Market.
Erfan VarediReza BoostaniPublished in: ACM J. Data Inf. Qual. (2023)
Keyphrases
- risk management
- high dimensional time series
- risk evaluation
- financial institutions
- financial markets
- decision support system
- operational risk
- risk assessment
- change point detection
- risk analysis
- portfolio optimization
- commercial banks
- stock price
- project management
- non stationary
- technological innovation
- financial services
- linear models
- software engineering
- decision making
- databases
- data sets
- software projects
- object oriented
- information security management
- machine learning