Ahmed El Youssefi1, Abdelaaziz Hessane1,2, Imad Zeroual1, Yousef Farhaoui1,*
CMC-Computers, Materials & Continua, Vol.83, No.2, pp. 3411-3433, 2025, DOI:10.32604/cmc.2025.063218
- 16 April 2025
Abstract This study provides a systematic investigation into the influence of feature selection methods on cryptocurrency price forecasting models employing technical indicators. In this work, over 130 technical indicators—covering momentum, volatility, volume, and trend-related technical indicators—are subjected to three distinct feature selection approaches. Specifically, mutual information (MI), recursive feature elimination (RFE), and random forest importance (RFI). By extracting an optimal set of 20 predictors, the proposed framework aims to mitigate redundancy and overfitting while enhancing interpretability. These feature subsets are integrated into support vector regression (SVR), Huber regressors, and k-nearest neighbors (KNN) models to forecast the… More >