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Fair value estimates for illiquid cryptocurrency
Zhang, Guangyue; Sannella, Alexander J.; Brennan, Gerard; … - In: International journal of accounting information systems 54 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10015072622
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Evaluating interpretable machine learning predictions for cryptocurrencies
El Majzoub, Ahmad; Rabhi, Fethi A.; Hussain, Walayat - In: Intelligent systems in accounting, finance & management 30 (2023) 3, pp. 137-149
Persistent link: https://www.econbiz.de/10014375320
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A gated recurrent unit approach to bitcoin price prediction
Dutta, Aniruddha; Kumar, Saket; Basu, Meheli - In: Journal of risk and financial management : JRFM 13 (2020) 2/23, pp. 1-16
In today's era of big data, deep learning and artificial intelligence have formed the backbone for cryptocurrency … shown to perform better than traditional time series models in cryptocurrency price prediction. However, very few studies …
Persistent link: https://www.econbiz.de/10012173959
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Daily and intraday application of various architectures of the LSTM model in algorithmic investment strategies on Bitcoin and the S&P 500 Index
Kryńska, Katarzyna; Ślepaczuk, Robert - 2022
Persistent link: https://www.econbiz.de/10013473995
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Forecasting mid-price movement of bitcoin futures using machine learning
Akyildirim, Erdinc; Cepni, Oguzhan; Corbet, Shaen; … - 2020
Persistent link: https://www.econbiz.de/10013041345
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Analysis of Bitcoin price prediction using machine learning
Chen, Junwei - In: Journal of risk and financial management : JRFM 16 (2023) 1, pp. 1-25
The research purpose of this paper is to obtain an algorithm model with high prediction accuracy for the price of Bitcoin on the next day through random forest regression and LSTM, and to explain which variables have influence on the price of Bitcoin. There is much prior literature on Bitcoin...
Persistent link: https://www.econbiz.de/10014289558
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Cryptocurrency trading : a comprehensive survey
Fang, Fan; Ventre, Carmine; Basios, Michail; Kanthan, Leslie - In: Financial innovation : FIN 8 (2022), pp. 1-59
cryptocurrency trading, including available trading platforms, trading signals, trading strategy research and risk management. This … paper provides a comprehensive survey of cryptocurrency trading research, by covering 146 research papers on various aspects … of cryptocurrency trading (e.g., cryptocurrency trading systems, bubble and extreme condition, prediction of volatility …
Persistent link: https://www.econbiz.de/10013169651
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Analysis of the cryptocurrency market using different prototype-based clustering techniques
Lorenzo, Luis; Arroyo Gallardo, Javier - In: Financial innovation : FIN 8 (2022), pp. 1-46
in number. Consequently, the cryptocurrency market can be a conducive arena for investors, as it offers many … entire cryptocurrency market in 2018, using data analysis tools. Accordingly, we propose a new clustering-based methodology …
Persistent link: https://www.econbiz.de/10012799125
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Short-term bitcoin market prediction via machine learning
Jaquart, Patrick; Dann, David; Weinhardt, Christof - In: The Journal of finance and data science : JFDS 7 (2021), pp. 45-66
We analyze the predictability of the bitcoin market across prediction horizons ranging from 1 to 60 min. In doing so … feature set, including technical, blockchain-based, sentiment-/interest-based, and asset-based features. Our results show that … technical features remain most relevant for most methods, followed by selected blockchain-based and sentiment …
Persistent link: https://www.econbiz.de/10013162705
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Cryptocurrency Trading-Pair Forecasting, Using Machine Learning and Deep Learning Technique
Osifo, Ernest - 2020
With the volume of activities associated with trading, it has become a very tedious task. The advent of the algorithmic trading has brought with it some positive change such as reduced latency and increase in liquidity in the Financial Market. The Algorithmic Trading also came with some high...
Persistent link: https://www.econbiz.de/10012833070