Machine learning for cryptocurrency market prediction and trading

We employ and analyze various machine learning models for daily cryptocurrency market prediction and trading. We train the models to predict binary relative daily market movements of the 100 largest cryptocurrencies. Our results show that all employed models make statistically viable predictions, wh...

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Bibliographic Details
Main Authors: Patrick Jaquart, Sven Köpke, Christof Weinhardt
Format: Article
Language:English
Published: KeAi Communications Co., Ltd. 2022-11-01
Series:Journal of Finance and Data Science
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2405918822000174