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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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Detalhes bibliográficos
Publicado no:Financ Innov
Main Authors: Sebastião, Helder, Godinho, Pedro
Formato: Artigo
Idioma:Inglês
Publicado em: Springer Berlin Heidelberg 2021
Assuntos:
Acesso em linha: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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