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English Information

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Authors
# Name
1 Israel Rodrigues Soares(irsoares@protonmail.com)
2 Sergio Canuto(sergio.canuto@ifg.edu.br)

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Reference
# Reference
1 Al-Yahyaee, K. H., Mensi, W., Ko, H.-U., Yoon, S.-M., e Kang, S. H. (2020). Why cryptocurrency markets are inefficient: The impact of liquidity e volatilidade. The North American Journal of Economics and Finance, 52:101168.
2 Biesiada, J. e Duch, W. (2007). Feature Selection for High-Dimensional Data — A Pearson Redundancy Based Filter, page 242–249. Springer Berlin Heidelberg.
3 Bomfim, U. B. e Nascimento, F. M. S. (2024). Monitoramento do mercado de ativos brasileiro: uma proposta de pipeline de dados para detecção de bolhas financeiras. In Anais Estendidos do XXXIX Simpósio Brasileiro de Banco de Dados (SBBD Estendido 2024), SBBD Estendido 2024, page 58–64. Sociedade Brasileira de Computação - SBC.
4 Brauneis, A. e Mestel, R. (2019). Cryptocurrency-portfolios in a mean-variance framework. Finance Research Letters, 28:259–264.
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11 Hrytsiuk, P., Babych, T., e Bachyshyna, L. (2019). Cryptocurrency portfolio optimization using value-at-risk measure. In Proceedings of the 6th International Conference on Strategies, Models and Technologies of Economic Systems Management (SMTESM 2019). Atlantis Press.
12 Kingma, D. P. e Ba, J. (2014). Adam: A method for stochastic optimization.
13 Ma, Y., Han, R., e Wang, W. (2021). Portfolio optimization with return prediction using deep learning and machine learning. Expert Systems with Applications, 165:113973.
14 Malladi, R. K. e Dheeriya, P. L. (2020). Time series analysis of cryptocurrency returns and volatilities. Journal of Economics and Finance, 45(1):75–94.
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16 Mendes, B. V. d. M. e Lavrado, R. C. (2017). Implementing and testing the maximum drawdown at risk. Finance Research Letters, 22:95–100.
17 Miglietti, C., Kubosova, Z., e Skulanova, N. (2019). Bitcoin, litecoin, and the euro: an annualized volatility analysis. Studies in Economics and Finance, 37(2):229–242.
18 Patro, S. G. K. e Sahu, K. K. (2015). Normalization: A preprocessing stage.
19 Saad, S. M. e Jabbar, A. K. (2022). Analysis of the effect of e-currencies on financial performance based on information technology. Eastern-European Journal of Enterprise Technologies, 2(13 (116)):31–37.
20 Wang, W., Li, W., Zhang, N., e Liu, K. (2020). Portfolio formation with preselection using deep learning from long-term financial data. Expert Systems with Applications, 143:113042.
21 Yu, J.-R., Chiou, W.-J. P., Lee, W.-Y., e Lin, S.-J. (2020). Portfolio models with return forecasting and transaction costs. International Review of Economics Finance, 66:118–130.
22 Zhu, H., Wang, Y., Wang, K., e Chen, Y. (2011). Particle swarm optimization (pso) for the constrained portfolio optimization problem. Expert Systems with Applications, 38(8):10161–10169.