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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...

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Detalles Bibliográficos
Autores principales: Akyildirim, Erdinc, Cepni, Oguzhan, Corbet, Shaen, Uddin, Gazi Salah
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2021
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