Prediction of cryptocurrency returns using machine learning
DOI10.1007/S10479-020-03575-YzbMATH Open1465.62171OpenAlexW3015481177MaRDI QIDQ829124FDOQ829124
Authors: Ahmet Sensoy, Erdinç Akyıldırım, Ahmet Göncü 
Publication date: 5 May 2021
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11693/75677
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artificial neural networkslogistic regressionmachine learningsupport vector machinerandom forestcryptocurrency
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to economics (62P20) Learning and adaptive systems in artificial intelligence (68T05) Generalized linear models (logistic models) (62J12) Inference from stochastic processes and prediction (62M20)
Cites Work
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- Market risk and Bitcoin returns
- Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets
- Adaptive market hypothesis and evolving predictability of bitcoin
- Crypto price discovery through correlation networks
Cited In (11)
- Cryptocurrency direction forecasting using deep learning algorithms
- Cryptocurrency volatility forecasting: what can we learn from the first wave of the COVID-19 outbreak?
- Intricacy of cryptocurrency returns
- Understanding the effect of contextual factors and decision making on team performance in Twenty20 cricket: an interpretable machine learning approach
- Intuitionistic fuzzy least square twin support vector machines for pattern classification
- Real estate price estimation in French cities using geocoding and machine learning
- What factors influence Bitcoin’s daily price direction from the perspective of machine learning classifiers?
- Statistical methods for decision support systems in finance: how Benford's law predicts financial risk
- Herding and feedback trading in cryptocurrency markets
- Investor attention and cryptocurrency market liquidity: a double-edged sword
- Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction
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