Adaptive Hyperparameter Optimization for Financial Time Series Forecasting: A Chameleon Swarm-driven XGBoost Approach. Informatica, [S. l.], v. 49, n. 19, 2025. DOI: 10.31449/inf.v49i19.9935. Disponível em: https://www.informatica.si/index.php/informatica/article/view/9935. Acesso em: 22 jun. 2026.