Leveraging the momentum effect in machine learning-based cryptocurrency trading
Cryptocurrency trading has become more and more popular among private investors. According to recent studies, the momentum effect influences the underlying market. Quantitative trading systems can leverage momentum indicators to open and close trading positions. However, existing approaches that exp...
Gorde:
| Egile Nagusiak: | , , , |
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| Formatua: | Artigo |
| Hizkuntza: | Inglês |
| Argitaratua: |
Elsevier
2022-06-01
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| Saila: | Machine Learning with Applications |
| Gaiak: | |
| Sarrera elektronikoa: | http://www.sciencedirect.com/science/article/pii/S2666827022000329 |
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