Identification of technical analysis patterns with smoothing splines for bitcoin prices

DOI10.1080/02664763.2019.1580251OpenAlexW2911514633MaRDI QIDQ5034157

Nikolay Miller, Bruce Sun, Guoyi Zhang, Yiming Yang

Publication date: 24 February 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2019.1580251

zbMATH Keywords

pattern recognitionsmoothing splinesalgorithmic trading strategybitcoin cryptocurrencytechnical analysis patterns

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Cites Work

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• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Optimal geometric mean returns of stocks and their options
• Smoothing splines using compactly supported, positive definite, radial basis functions

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