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We analyze the predictability of the bitcoin market across prediction horizons ranging from 1 to 60 min. In doing so, we test various machine learning models and find that, while all models outperform a random classifier, recurrent neural networks and gradient boosting classifiers are especially...
Persistent link: https://www.econbiz.de/10013162705
We employ and analyze various machine learning models for daily cryptocurrency market prediction and trading. We train the models to predict binary relative daily market movements of the 100 largest cryptocurrencies. Our results show that all employed models make statistically viable...
Persistent link: https://www.econbiz.de/10014433737