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Forecasting mid-price movement of Bitcoin futures using machine learning
In the aftermath of the global financial crisis and ongoing COVID-19 pandemic, investors face challenges in understanding price dynamics across assets. This paper explores the performance of the various type of machine learning algorithms (MLAs) to predict mid-price movement for Bitcoin futures pric...
Autores principales: | , , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer US
2021
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8296834/ https://www.ncbi.nlm.nih.gov/pubmed/34316087 http://dx.doi.org/10.1007/s10479-021-04205-x |