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Stop-loss adjusted labels for machine learning-based trading of risky assets
Hwang, Yoontae; Park, Junpyo; Lee, Yongjae; Lim, Dong-Young - In: Finance research letters 58 (2023) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10014581060
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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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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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Online investor sentiment via machine learning
Cai, Zongwu; Chen, Pixiong - 2024
Persistent link: https://www.econbiz.de/10015076826
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Up or down? : short-term reversal, momentum, and liquidity effects in cryptocurrency markets
Zaremba, Adam; Bilgin, Mehmet Huseyin; Long, Huaigang; … - In: International review of financial analysis 78 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013253483
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Intraday return predictability in the cryptocurrency markets : momentum, reversal, or both
Wen, Zhuzhu; Bouri, Elie; Xu, Yahua; Zhao, Yang - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013534113
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Predicting cryptocurrency returns for real-world investments : a daily updated and accessible predictor
He, Mengxi; Shen, Lihua; Zhang, Yaojie; Zhang, Yi - In: Finance research letters 58 (2023) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10014584792
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Can machine learning help to select portfolios of mutual funds?
DeMiguel, Victor; Gil-Bazo, Javier; Nogales, Francisco J.; … - 2021 - This version: March 24, 2021
Persistent link: https://www.econbiz.de/10012819375
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Can machine learning help to select portfolios of mutual funds?
DeMiguel, Victor; Gil-Bazo, Javier; Nogales, Francisco J.; … - 2021
Persistent link: https://www.econbiz.de/10012822132
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Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol; Ślepaczuk, Robert - 2023
Persistent link: https://www.econbiz.de/10014308890