Short-term bitcoin market prediction via machine learning
We analyze the predictability of the bitcoin market across prediction horizons ranging from 1 to 60 min. In doing so, we test various machine learning models and find that, while all models outperform a random classifier, recurrent neural networks and gradient boosting classifiers are especially wel...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
KeAi Communications Co., Ltd.
2021-11-01
|
| Series: | Journal of Finance and Data Science |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2405918821000027 |