Enhancing Model Generalization in Index Futures Markets via Evolutionary Optimization and Data Leakage-Free Feature Engineering.

Otvio Zucchetti Dalla Costa, Bruno Lopes Dalmazo, Viviane Leite Dias de Mattos, Richard F. Pinto, Diego Renan Bruno, Eduardo N. Borges, Giancarlo Lucca, Fabian Corra Cardoso, Rafael A. Berri

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