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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
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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
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Bayesian Optimization with Stacked Sparse Autoencoder based Cryptocurrency Price Prediction Model
Karim Shaikh, Irfan Abdul; Krishna, P. Vamsi; Gourav … - 2023
terms are alternative words for digital currency such as cyber cash, digital money, and electronic money. Cryptocurrency is … for research workers. Cryptocurrency price prediction is challenging because of the dynamism and price volatility. The … Cryptocurrency Price Prediction (BOSSAE-CPP) model. The major intention of the BOSSAE-CPP technique lies in the effectual prediction …
Persistent link: https://www.econbiz.de/10014254352
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A network-based strategy of price correlations for optimal cryptocurrency portfolios
Jing, Ruixue; Rocha, Luis E. C. - In: Finance research letters 58 (2023) 3, pp. 1-8
Persistent link: https://www.econbiz.de/10014636575
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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 …
Persistent link: https://www.econbiz.de/10013369573
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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
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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
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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 frameworks. The study employs different constraining optimization frameworks that seek to maximize risk-adjusted returns (Sharpe ratio) of the portfolio by optimizing...
Persistent link: https://www.econbiz.de/10012622395
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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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Cryptocurrency Portfolios Using Heuristics
Platanakis, Emmanouil - 2019
cryptocurrency traders are retail investors, they are likely to use heuristics, rather than sophisticated optimization procedures … it does not matter which heuristic is used by cryptocurrency investors. Therefore retail investors might as well use the …
Persistent link: https://www.econbiz.de/10012864237