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Currently, cryptocurrencies are also seen as assets. Machine learning is increasingly adopted to assist and automate investments. The main objective of this paper is to make daily predictions about the movement direction of financial time series through classification models, financial time series preprocessing methods, and feature selection with genetic algorithms. The target time series are Bitcoin, Ibovespa, and Vale. The methodology of this paper includes the following steps: collecting time series of financial assets; data preprocessing; feature selection with genetic algorithms; and the training and testing of machine learning models. The results were obtained by evaluating the models with the area under the ROC curve metric. For the best prediction models for Bitcoin, Ibovespa, and Vale, values of 0.61, 0.62, and 0.58 were obtained, respectively. In conclusion, the feature selection allowed the improvement of performance in most models, and the input series in the form of percentage variation obtained a good performance, although it was composed of fewer attributes in relation to the other sets tested.<\/jats:p>","DOI":"10.3390\/e26030177","type":"journal-article","created":{"date-parts":[[2024,2,20]],"date-time":"2024-02-20T05:10:04Z","timestamp":1708405804000},"page":"177","update-policy":"https:\/\/doi.org\/10.3390\/mdpi_crossmark_policy","source":"Crossref","is-referenced-by-count":3,"title":["Genetic Algorithm for Feature Selection Applied to Financial Time Series Monotonicity Prediction: Experimental Cases in Cryptocurrencies and Brazilian Assets"],"prefix":"10.3390","volume":"26","author":[{"ORCID":"https:\/\/orcid.org\/0000-0003-4003-7791","authenticated-orcid":false,"given":"Rodrigo Colnago","family":"Contreras","sequence":"first","affiliation":[{"name":"Department of Computer Science and Statistics, Institute of Biosciences, Letters and Exact Sciences, S\u00e3o Paulo State University (UNESP), S\u00e3o Jos\u00e9 do Rio Preto 15054-000, SP, Brazil"},{"name":"Department of Applied Mathematics and Statistics, Institute of Mathematical and Computer Sciences, University of S\u00e3o Paulo, S\u00e3o Carlos 13566-590, SP, Brazil"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0009-0006-2199-662X","authenticated-orcid":false,"given":"Vitor Trevelin","family":"Xavier da Silva","sequence":"additional","affiliation":[{"name":"Department of Applied Mathematics and Statistics, Institute of Mathematical and Computer Sciences, University of S\u00e3o Paulo, S\u00e3o Carlos 13566-590, SP, Brazil"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Igor Trevelin","family":"Xavier da Silva","sequence":"additional","affiliation":[{"name":"Department of Applied Mathematics and Statistics, Institute of Mathematical and Computer Sciences, University of S\u00e3o Paulo, S\u00e3o Carlos 13566-590, SP, Brazil"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-2960-8293","authenticated-orcid":false,"given":"Monique Simplicio","family":"Viana","sequence":"additional","affiliation":[{"name":"Department of Computing, Federal University of S\u00e3o Carlos, S\u00e3o Carlos 13565-905, SP, Brazil"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-7718-8203","authenticated-orcid":false,"given":"Francisco Lledo dos","family":"Santos","sequence":"additional","affiliation":[{"name":"Faculty of Architecture and Engineering, Mato Grosso State University, C\u00e1ceres 78217-900, MT, Brazil"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-4990-0056","authenticated-orcid":false,"given":"Rodrigo Bruno","family":"Zanin","sequence":"additional","affiliation":[{"name":"Faculty of Architecture and Engineering, Mato Grosso State University, C\u00e1ceres 78217-900, MT, Brazil"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0003-2513-9714","authenticated-orcid":false,"given":"Erico Fernandes Oliveira","family":"Martins","sequence":"additional","affiliation":[{"name":"Faculty of Architecture and Engineering, Mato Grosso State University, C\u00e1ceres 78217-900, MT, Brazil"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-0924-8024","authenticated-orcid":false,"given":"Rodrigo Capobianco","family":"Guido","sequence":"additional","affiliation":[{"name":"Department of Computer Science and Statistics, Institute of Biosciences, Letters and Exact Sciences, S\u00e3o Paulo State University (UNESP), S\u00e3o Jos\u00e9 do Rio Preto 15054-000, SP, Brazil"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"1968","published-online":{"date-parts":[[2024,2,20]]},"reference":[{"key":"ref_1","unstructured":"Box, G.E., Jenkins, G.M., Reinsel, G.C., and Ljung, G.M. 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