Short-term bitcoin market prediction via machine learning
We analyze the predictability of the bitcoin market across prediction horizons ranging from 1 to 60 min. In doing so, we test various machine learning models and find that, while all models outperform a random classifier, recurrent neural networks and gradient boosting classifiers are especially wel...
Na minha lista:
| Principais autores: | , , |
|---|---|
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
KeAi Communications Co., Ltd.
2021-11-01
|
| Colecção: | Journal of Finance and Data Science |
| Assuntos: | |
| Acesso em linha: | http://www.sciencedirect.com/science/article/pii/S2405918821000027 |
| Tags: |
Sem tags, seja o primeiro a adicionar uma tag!
|