{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,6,28]],"date-time":"2025-06-28T04:07:51Z","timestamp":1751083671367,"version":"3.41.0"},"publisher-location":"Cham","reference-count":25,"publisher":"Springer Nature Switzerland","isbn-type":[{"value":"9783031969966","type":"print"},{"value":"9783031969973","type":"electronic"}],"license":[{"start":{"date-parts":[[2025,1,1]],"date-time":"2025-01-01T00:00:00Z","timestamp":1735689600000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"},{"start":{"date-parts":[[2025,1,1]],"date-time":"2025-01-01T00:00:00Z","timestamp":1735689600000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2025]]},"DOI":"10.1007\/978-3-031-96997-3_22","type":"book-chapter","created":{"date-parts":[[2025,6,27]],"date-time":"2025-06-27T15:22:47Z","timestamp":1751037767000},"page":"349-367","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":0,"title":["Predictive Analysis with\u00a0Technical Indicators and\u00a0Features Selection for\u00a0Futures Contracts Trading"],"prefix":"10.1007","author":[{"ORCID":"https:\/\/orcid.org\/0009-0006-4177-758X","authenticated-orcid":false,"given":"Andrey V. S.","family":"Souza","sequence":"first","affiliation":[]},{"ORCID":"https:\/\/orcid.org\/0009-0007-0176-3383","authenticated-orcid":false,"given":"Richard F.","family":"Pinto","sequence":"additional","affiliation":[]},{"ORCID":"https:\/\/orcid.org\/0000-0002-6996-7602","authenticated-orcid":false,"given":"Bruno L.","family":"Dalmazo","sequence":"additional","affiliation":[]},{"ORCID":"https:\/\/orcid.org\/0000-0003-1595-7676","authenticated-orcid":false,"given":"Eduardo N.","family":"Borges","sequence":"additional","affiliation":[]},{"ORCID":"https:\/\/orcid.org\/0000-0002-3776-0260","authenticated-orcid":false,"given":"Giancarlo","family":"Lucca","sequence":"additional","affiliation":[]},{"ORCID":"https:\/\/orcid.org\/0000-0002-3512-6290","authenticated-orcid":false,"given":"Viviane L. D. de","family":"Mattos","sequence":"additional","affiliation":[]},{"ORCID":"https:\/\/orcid.org\/0000-0002-3812-4186","authenticated-orcid":false,"given":"Rafael A.","family":"Berri","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2025,6,28]]},"reference":[{"issue":"12","key":"22_CR1","doi-asserted-by":"publisher","first-page":"7609","DOI":"10.1002\/int.22601","volume":"36","author":"A Adegboye","year":"2021","unstructured":"Adegboye, A., Kampouridis, M., Otero, F.: Improving trend reversal estimation in forex markets under a directional changes paradigm with classification algorithms. Int. J. Intell. Syst. 36(12), 7609\u20137640 (2021)","journal-title":"Int. J. Intell. Syst."},{"issue":"2","key":"22_CR2","first-page":"18","volume":"2","author":"B Azhagusundari","year":"2013","unstructured":"Azhagusundari, B., Thanamani, A.S., et al.: Feature selection based on information gain. Int. J. Innovative Technol. Exploring Eng. (IJITEE) 2(2), 18\u201321 (2013)","journal-title":"Int. J. Innovative Technol. Exploring Eng. (IJITEE)"},{"key":"22_CR3","unstructured":"Bodie, Z., Kane, A., Marcus, A.: Fundamentos de investimentos. AMGH Editora (2014)"},{"key":"22_CR4","doi-asserted-by":"publisher","first-page":"194","DOI":"10.1016\/j.eswa.2016.02.006","volume":"55","author":"RC Cavalcante","year":"2016","unstructured":"Cavalcante, R.C., Brasileiro, R.C., Souza, V.L., Nobrega, J.P., Oliveira, A.L.: Computational intelligence and financial markets: a survey and future directions. Expert Syst. Appl. 55, 194\u2013211 (2016)","journal-title":"Expert Syst. Appl."},{"issue":"2","key":"22_CR5","doi-asserted-by":"publisher","first-page":"769","DOI":"10.1111\/jofi.12222","volume":"70","author":"I Chiang","year":"2015","unstructured":"Chiang, I., Hughen, W.K., Sagi, J.S.: Estimating oil risk factors using information from equity and derivatives markets. J. Financ. 70(2), 769\u2013804 (2015)","journal-title":"J. Financ."},{"key":"22_CR6","doi-asserted-by":"publisher","first-page":"734","DOI":"10.1007\/s11142-013-9232-0","volume":"18","author":"HB Christensen","year":"2013","unstructured":"Christensen, H.B., Nikolaev, V.V.: Does fair value accounting for non-financial assets pass the market test? Rev. Acc. Stud. 18, 734\u2013775 (2013)","journal-title":"Rev. Acc. Stud."},{"issue":"1","key":"22_CR7","doi-asserted-by":"publisher","first-page":"27","DOI":"10.1016\/j.finmar.2005.06.003","volume":"9","author":"MJ Clayton","year":"2006","unstructured":"Clayton, M.J., Jorgensen, B.N., Kavajecz, K.A.: On the presence and market-structure of exchanges around the world. J. Financ. Markets 9(1), 27\u201348 (2006)","journal-title":"J. Financ. Markets"},{"key":"22_CR8","doi-asserted-by":"publisher","unstructured":"Corr\u00eaa\u00a0Cardoso, F., et al.: BovDB: a data set of stock prices of all companies in B3 from 1995 to 2020. J. Inf. Data Manag. 13(1) (2022). https:\/\/doi.org\/10.5753\/jidm.2022.2345","DOI":"10.5753\/jidm.2022.2345"},{"key":"22_CR9","doi-asserted-by":"publisher","DOI":"10.1016\/j.irfa.2024.103434","volume":"95","author":"ME Hoque","year":"2024","unstructured":"Hoque, M.E., Billah, M., Kapar, B., Naeem, M.A.: Quantifying the volatility spillover dynamics between financial stress and us financial sectors: evidence from QVAR connectedness. Int. Rev. Financ. Anal. 95, 103434 (2024)","journal-title":"Int. Rev. Financ. Anal."},{"key":"22_CR10","doi-asserted-by":"publisher","first-page":"205","DOI":"10.3389\/fpsyt.2016.00205","volume":"7","author":"JV Hull","year":"2017","unstructured":"Hull, J.V., Dokovna, L.B., Jacokes, Z.J., Torgerson, C.M., Irimia, A., Van Horn, J.D.: Resting-state functional connectivity in autism spectrum disorders: a review. Front. Psych. 7, 205 (2017)","journal-title":"Front. Psych."},{"issue":"2","key":"22_CR11","first-page":"271","volume":"2","author":"AG Karegowda","year":"2010","unstructured":"Karegowda, A.G., Manjunath, A., Jayaram, M.: Comparative study of attribute selection using gain ratio and correlation based feature selection. Int. J. Inf. Technol. Knowl. Manag. 2(2), 271\u2013277 (2010)","journal-title":"Int. J. Inf. Technol. Knowl. Manag."},{"key":"22_CR12","doi-asserted-by":"crossref","unstructured":"Kumar, M., Thenmozhi, M.: Forecasting stock index movement: a comparison of support vector machines and random forest. In: Indian Institute of Capital Markets 9th Capital Markets Conference Paper (2006)","DOI":"10.2139\/ssrn.876544"},{"issue":"6","key":"22_CR13","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1145\/3136625","volume":"50","author":"J Li","year":"2017","unstructured":"Li, J., et al.: Feature selection: a data perspective. ACM Comput. Surv. (CSUR) 50(6), 1\u201345 (2017)","journal-title":"ACM Comput. Surv. (CSUR)"},{"key":"22_CR14","doi-asserted-by":"publisher","DOI":"10.1016\/j.asoc.2020.106205","volume":"91","author":"J Long","year":"2020","unstructured":"Long, J., Chen, Z., He, W., Wu, T., Ren, J.: An integrated framework of deep learning and knowledge graph for prediction of stock price trend: an application in Chinese stock exchange market. Appl. Soft Comput. 91, 106205 (2020)","journal-title":"Appl. Soft Comput."},{"issue":"2","key":"22_CR15","doi-asserted-by":"publisher","first-page":"115","DOI":"10.1016\/j.dss.2009.02.001","volume":"47","author":"CJ Lu","year":"2009","unstructured":"Lu, C.J., Lee, T.S., Chiu, C.C.: Financial time series forecasting using independent component analysis and support vector regression. Decis. Support Syst. 47(2), 115\u2013125 (2009)","journal-title":"Decis. Support Syst."},{"key":"22_CR16","unstructured":"Mitchell, J.C., Mitchell, M., Stern, U.: Automated analysis of cryptographic protocols using MUR\/SPL PHI. In: Proceedings of 1997 IEEE Symposium on Security and Privacy (Cat. No. 97CB36097), pp. 141\u2013151. IEEE (1997)"},{"key":"22_CR17","doi-asserted-by":"crossref","unstructured":"Nelson, D.M., Pereira, A.C., De\u00a0Oliveira, R.A.: Stock market\u2019s price movement prediction with LSTM neural networks. In: 2017 International joint conference on neural networks (IJCNN), pp. 1419\u20131426. IEEE (2017)","DOI":"10.1109\/IJCNN.2017.7966019"},{"key":"22_CR18","volume":"5","author":"Y Peng","year":"2021","unstructured":"Peng, Y., Albuquerque, P., Kimura, H., Saavedra, C.: Feature selection and deep neural networks for stock price direction forecasting using technical analysis indicators. Mach. Learn. Appl. 5, 100060 (2021)","journal-title":"Mach. Learn. Appl."},{"key":"22_CR19","unstructured":"Power, A., Burda, Y., Edwards, H., Babuschkin, I., Misra, V.: Grokking: Generalization beyond overfitting on small algorithmic datasets. arXiv preprint arXiv:2201.02177 (2022)"},{"key":"22_CR20","unstructured":"Pring, M.J.: Study guide for technical analysis explained, vol.\u00a05. McGraw-Hill New York (2002)"},{"issue":"1","key":"22_CR21","doi-asserted-by":"publisher","first-page":"21","DOI":"10.1017\/S0143814X00003846","volume":"6","author":"PA Sabatier","year":"1986","unstructured":"Sabatier, P.A.: Top-down and bottom-up approaches to implementation research: a critical analysis and suggested synthesis. J. Publ. Policy 6(1), 21\u201348 (1986)","journal-title":"J. Publ. Policy"},{"key":"22_CR22","doi-asserted-by":"publisher","unstructured":"Soto-Osorio, D., Sidorov, G., Chanona-Hern\u00e1ndez, L., L\u00f3pez-Ram\u00edrez, B.C.: Identification of scientific texts generated by large language models using machine learning. Computers 13(12) (2024). https:\/\/doi.org\/10.3390\/computers13120346","DOI":"10.3390\/computers13120346"},{"key":"22_CR23","doi-asserted-by":"publisher","unstructured":"Souza, A.S., Lucca, G., Borges, E.N., Cardoso, F.C., Dalmazo, B.L., Berri, R.: Dataset for Intraday Analysis of B3 stock prices (2024). https:\/\/doi.org\/10.7910\/DVN\/TMB4IG","DOI":"10.7910\/DVN\/TMB4IG"},{"issue":"1","key":"22_CR24","first-page":"3","volume":"19","author":"B Venkatesh","year":"2019","unstructured":"Venkatesh, B., Anuradha, J.: A review of feature selection and its methods. Cybern. Inf. Technol 19(1), 3\u201326 (2019)","journal-title":"Cybern. Inf. Technol"},{"key":"22_CR25","doi-asserted-by":"publisher","DOI":"10.1016\/j.eneco.2022.105904","volume":"108","author":"J Wang","year":"2022","unstructured":"Wang, J., Ma, F., Bouri, E., Zhong, J.: Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions. Energy Econ. 108, 105904 (2022)","journal-title":"Energy Econ."}],"container-title":["Lecture Notes in Computer Science","Computational Science and Its Applications \u2013 ICCSA 2025"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-031-96997-3_22","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,6,27]],"date-time":"2025-06-27T15:22:52Z","timestamp":1751037772000},"score":1,"resource":{"primary":{"URL":"https:\/\/link.springer.com\/10.1007\/978-3-031-96997-3_22"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2025]]},"ISBN":["9783031969966","9783031969973"],"references-count":25,"URL":"https:\/\/doi.org\/10.1007\/978-3-031-96997-3_22","relation":{},"ISSN":["0302-9743","1611-3349"],"issn-type":[{"value":"0302-9743","type":"print"},{"value":"1611-3349","type":"electronic"}],"subject":[],"published":{"date-parts":[[2025]]},"assertion":[{"value":"28 June 2025","order":1,"name":"first_online","label":"First Online","group":{"name":"ChapterHistory","label":"Chapter History"}},{"value":"ICCSA","order":1,"name":"conference_acronym","label":"Conference Acronym","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"International Conference on Computational Science and Its Applications","order":2,"name":"conference_name","label":"Conference Name","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Istanbul","order":3,"name":"conference_city","label":"Conference City","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"T\u00fcrkiye","order":4,"name":"conference_country","label":"Conference Country","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"2025","order":5,"name":"conference_year","label":"Conference Year","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"30 June 2025","order":7,"name":"conference_start_date","label":"Conference Start Date","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"3 July 2025","order":8,"name":"conference_end_date","label":"Conference End Date","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"25","order":9,"name":"conference_number","label":"Conference Number","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"iccsa2025","order":10,"name":"conference_id","label":"Conference ID","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"https:\/\/iccsa.org\/","order":11,"name":"conference_url","label":"Conference URL","group":{"name":"ConferenceInfo","label":"Conference Information"}}]}}