  In recent years, cryptocurrencies have gone from an obscure niche to a
prominent place, with investment in these assets becoming increasingly popular.
However, cryptocurrencies carry a high risk due to their high volatility. In
this paper, criteria based on historical cryptocurrency data are defined in
order to characterize returns and risks in different ways, in short time
windows (7 and 15 days); then, the importance of criteria is analyzed by
various methods and their impact is evaluated. Finally, the future plan is
projected to use the knowledge obtained for the selection of investment
portfolios by applying multi-criteria methods.
