Two-Stage Hybrid Machine Learning Model for High-Frequency Intraday Bitcoin Price Prediction Based on Technical Indicators, Variational Mode Decomposition, and Support Vector Regression
Table 5
Filtered features for Boruta algorithm feature selection.
Number
Feature
Number
Feature
1
Stochastics oscillator (stoch)
15
Volatility ratio oscillator (vor)
9
Zig zag (zz)
17
Fast percent-K stochastics (fkp)
10
Momentum indicator (mom)
20
Averaged percent-D stochastics
12
MACD signal line (cds)
26
Vertical horizontal filter (vhf.hilow)
13
MACD oscillator (cdo)
29
Welles wilder’s directional movement index (adx)