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Application of the XGBoost algorithm and Bayesian optimization for the Bitcoin price prediction during the COVID-19 period

Drahokoupil, Jakub - 2022

Persistent link: https://www.econbiz.de/10013262618

Bayesian Optimization with Stacked Sparse Autoencoder based Cryptocurrency Price Prediction Model

Karim Shaikh, Irfan Abdul; Krishna, P. Vamsi; Gourav … - 2023

Digital currency is a way of currency utilized in the digital world namely electronic devices or digital forms. Many terms are alternative words for digital currency such as cyber cash, digital money, and electronic money. Cryptocurrency is a type of asset that has developed due to the...

Persistent link: https://www.econbiz.de/10014254352

A particle swarm optimization copula-based approach with application to cryptocurrency portfolio optimisation

Mba, Jules Clément; Mai, Magdaline Mbong - In: Journal of risk and financial management : JRFM 15 (2022) 7, pp. 1-14

Blockchain and cryptocurrency are gradually going mainstream with new cryptocurrencies introduced every single day. The speculative nature of these digital assets expose their prices to large fluctuations. Trading these crypto-assets necessitate an adequate understanding of this emerging market...

Persistent link: https://www.econbiz.de/10013369573

Are cryptocurrencies cryptic or a source of arbitrage? : a genetic algorithm approach

Bewaji, Oluwasegun; Hamid, Sania; Aerts, Timothy; Byck, … - In: The journal of financial market infrastructures 11 (2023) 1, pp. 37-65

Persistent link: https://www.econbiz.de/10014484591

A network-based strategy of price correlations for optimal cryptocurrency portfolios

Rocha, Luis E. C. - In: Finance research letters 58 (2023) 3, pp. 1-8

Persistent link: https://www.econbiz.de/10014636575

Portfolio optimization in the capital market bubble space, an application of meta-heuristic algorithms

Mohammadi, Iman; Khoshouei, Hamzeh Mohammadi; … - In: Managerial finance 49 (2023) 4, pp. 741-757

Persistent link: https://www.econbiz.de/10014252578

The efficiency of Bitcoin : a strongly typed genetic programming approach to smart electronic Bitcoin markets

Manahov, Viktor; Urquhart, Andrew - In: International review of financial analysis 73 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012803734

Bitcoin and portfolio diversification : a portfolio optimization approach

Bakry, Walid; Rashid, Audil; Al-Mohamad, Somar; Elkanj, … - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-24

This study investigates the performance of Bitcoin as a diversifier under different constraining portfolio optimization … evaluated by comparing the portfolios both with and without Bitcoin under frameworks ranging from equal-weighted, risk …-parity, and semi-constrained to unconstrained. This study suggests that Bitcoin, due to its exotic nature, unwavering appeal, and …

Persistent link: https://www.econbiz.de/10012622395

Behavioural portfolio selection and optimisation : equities versus cryptocurrencies

Ababio, Kofi A. - In: Journal of African business 21 (2020) 2, pp. 145-168

Persistent link: https://www.econbiz.de/10012258272

A differential evolution copula-based approach for a multi-period cryptocurrency portfolio optimization

Mba, Jules Clement; Pindza, Edson; Koumba, Ur - In: Financial markets and portfolio management 32 (2018) 4, pp. 399-418

Persistent link: https://www.econbiz.de/10011952000

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