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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...

Бүрэн тодорхойлолт

-д хадгалсан:
Номзүйн дэлгэрэнгүй
Үндсэн зохиолчид: Gian Pietro Bellocca, Giuseppe Attanasio, Luca Cagliero, Jacopo Fior
Формат: Artigo
Хэл сонгох:Inglês
Хэвлэсэн: Elsevier 2022-06-01
Цуврал:Machine Learning with Applications
Нөхцлүүд:
Онлайн хандалт:http://www.sciencedirect.com/science/article/pii/S2666827022000329
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