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Forecasting and trading cryptocurrencies with machine learning under changing market conditions

This study examines the predictability of three major cryptocurrencies—bitcoin, ethereum, and litecoin—and the profitability of trading strategies devised upon machine learning techniques (e.g., linear models, random forests, and support vector machines). The models are validated in a period charact...

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Bibliografiske detaljer
Udgivet i:Financ Innov
Main Authors: Sebastião, Helder, Godinho, Pedro
Format: Artigo
Sprog:Inglês
Udgivet: Springer Berlin Heidelberg 2021
Fag:
Online adgang:https://ncbi.nlm.nih.gov/pmc/articles/PMC7785332/
https://ncbi.nlm.nih.gov/pubmed/35024269
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1186/s40854-020-00217-x
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