with Gradient Penalty (WGAN-GP) into the field of the stock market, futures market and cryptocurrency market. We train our … contracts listed on the Chicago Mercantile Exchange and Japan Exchange Group, and cryptocurrency spots and perpetual contracts … approach with minute intervals across stocks, futures and cryptocurrency markets. We also contribute to quantitative analysis …

Cryptocurrency is gaining popularity worldwide, with some countries already starting to regulate and accept … cryptocurrency in their financial services. Malaysia’s Securities Commission (SC) announced in October 2021 that over MYR 16 billion … engaged in cryptocurrency in the first place. This study aims to provide insight into Malaysian investors’ perceptions by …

Cryptocurrency markets have experienced large growth in recent years, with an increase in the number and diversity of … traded assets. Previous work has addressed the economic properties of Bitcoin with regards to its hedging or diversification … variety of cryptocurrencies. In this paper, we report the results of studying the most representative cryptocurrency of each …

Given the skyrocketing returns earned by bitcoin, it has received widespread attention as an investment asset. The … of bitcoin as a wealth protection asset, a role that gold has played until now. The current paper tests the hedging and … safe haven properties of bitcoin in a broad portfolio of both developed and emerging markets stocks, bonds and real estate …