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Hybrid data decomposition-based deep learning for Bitcoin prediction and algorithm trading
Li, Yuze; Jiang, Shangrong; Li, Xuerong; Wang, Shouyang - In: Financial innovation : FIN 8 (2022), pp. 1-24
In recent years, Bitcoin has received substantial attention as potentially high-earning investment. However, its volatile price movement exhibits great financial risks. Therefore, how to accurately predict and capture changing trends in the Bitcoin market is of substantial importance to...
Persistent link: https://www.econbiz.de/10013170254
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Intraday algorithmic trading strategies for cryptocurrencies
Cohen, Gil - In: Review of quantitative finance and accounting 61 (2023) 1, pp. 395-409
Persistent link: https://www.econbiz.de/10014342035
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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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Trading cryptocurrencies using algorithmic average true range systems
Cohen, Gil - In: Journal of forecasting 42 (2023) 2, pp. 212-222
Persistent link: https://www.econbiz.de/10014292145
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On the quality of cryptocurrency markets : centralized versus decentralized exchanges
Barbon, Andrea; Ranaldo, Angelo - 2022 - This draft: April 2022
comprehensive dataset, we compare decentralized blockchain-based venues (DEXs) to centralized crypto exchanges (CEXs) assessing two …
Persistent link: https://www.econbiz.de/10013192214
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OG‑CAT : a novel algorithmic trading alternative to investment in crypto market
Khurana, Surinder Singh; Parvinder Singh; Garg, Naresh Kumar - In: Computational economics 63 (2024) 5, pp. 1735-1756
Persistent link: https://www.econbiz.de/10014549239
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Optimizing candlesticks patterns for Bitcoin's trading systems
Cohen, Gil - In: Review of quantitative finance and accounting 57 (2021) 3, pp. 1155-1167
Persistent link: https://www.econbiz.de/10012620057
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The effectiveness of technical trading rules in cryptocurrency markets
Corbet, Shaen; Eraslan, Veysel; Lucey, Brian M.; … - In: Finance research letters 31 (2019), pp. 32-37
Persistent link: https://www.econbiz.de/10012421035
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Testing stylized facts of Bitcoin limit order books
Schnaubelt, Matthias; Rende, Jonas; Krauss, Christopher - In: Essays on financial time series analysis, (pp. 119-167). 2019
The majority of electronic markets worldwide employ limit order books, and the recently emerging exchanges for cryptocurrencies pose no exception. With this work, we empirically analyze whether commonly observed empirical properties from established limit order exchanges transfer to the...
Persistent link: https://www.econbiz.de/10012321328
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Testing stylized facts of Bitcoin limit order books
Schnaubelt, Matthias; Rende, Jonas; Krauss, Christopher - In: Journal of risk and financial management : JRFM 12 (2019) 1/25, pp. 1-30
The majority of electronic markets worldwide employ limit order books, and the recently emerging exchanges for cryptocurrencies pose no exception. With this work, we empirically analyze whether commonly observed empirical properties from established limit order exchanges transfer to the...
Persistent link: https://www.econbiz.de/10012022344