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Machine learning and the cross-section of cryptocurrency returns
Cakici, Nusret; Shahzad, Syed Jawad Hussain; … - In: International review of financial analysis 94 (2024), pp. 1-28
Persistent link: https://www.econbiz.de/10014543950
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False safe haven assets : evidence from the target volatility strategy based on recurrent neural network
Kaczmarek, Tomasz; Będowska-Sójka, Barbara; Grobelny, … - In: Research in international business and finance 60 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013412442