Forecasting of Cryptocurrency Prices Using Machine Learning

DOI10.1007/978-981-15-4498-9_12zbMath1457.91424OpenAlexW3046092664MaRDI QIDQ5148853

Vladimir N. Soloviev, Vasily Derbentsev, Andriy Matviychuk

Publication date: 5 February 2021

Published in: Advanced Studies of Financial Technologies and Cryptocurrency Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-15-4498-9_12

zbMATH Keywords

neural networkmachine learningfinancial time seriesshort-term forecastingbinary autoregressive tree modelcryptocurrency pricesregression and classification tree ensemble

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Learning and adaptive systems in artificial intelligence (68T05) Actuarial science and mathematical finance (91G99)

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Cites Work

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• Speculative bubbles in bitcoin markets? An empirical investigation into the fundamental value of bitcoin
• Machine Learning
• Random forests

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