Shintate, Takuya; Pichl, Lukáš - In: Journal of risk and financial management : JRFM 12 (2019) 1/17, pp. 1-15
We provide a trend prediction classification framework named the random sampling method (RSM) for cryptocurrency time … the classification performance of our method expressed as the F-measure substantially exceeds the odds of a uniform random … process with three outcomes, proving that extraction of deterministic patterns for trend classification, and hence market …