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Predicting bitcoin returns using high-dimensional technical indicators
14 references·16 citing·51 second hop
Predicting bitcoin returns using high-dimensional technical indicators (2018)Predicting bitcoin returns using high-dim…Corporate Governance and Blockchains (2016)Corporate Governance and Bloc…Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Forecasting the Equity Risk P…A New Anomaly: The Cross-Sectional Profitability of Technical Analysis (2011)A New Anomaly: The Cross-Sect…Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias (2010)Testing the predictive abilit…Technical Analysis: Power Tools for Active Investors (2005)Technical Analysis: Power Too…Bollinger on Bollinger Bands (2001)Bollinger on Bollinger BandsFoundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)Foundations of Technical Anal…Using genetic algorithms to find technical trading rules (1999)Using genetic algorithms to f…Technical trading rule profitability and foreign exchange intervention (1999)Technical trading rule profit…Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Data‐Snooping, Technical Trad…The Dow Theory: William Peter Hamilton's Track Record Reconsidered (1998)The Dow Theory: William Peter…Market Efficiency and the Returns to Technical Analysis (1998)Market Efficiency and the Ret…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…New Concepts in Technical Trading Systems (1978)New Concepts in Technical Tra…Deep-learning-based stock market prediction incorporating ESG sentiment and technical indicators (2024)Deep-learning-based stock mar…Prediction and interpretation of daily NFT and DeFi prices dynamics: Inspection through ensemble machine learning & XAI (2023)Prediction and interpretation…Performance evaluation of deep learning and boosted trees for cryptocurrency closing price prediction (2022)Performance evaluation of dee…On technical trading and social media indicators for cryptocurrency price classification through deep learning (2022)On technical trading and soci…Modeling Bitcoin Prices using Signal Processing Methods, Bayesian Optimization, and Deep Neural Networks (2022)Modeling Bitcoin Prices using…Deep Learning Algorithm to Predict Cryptocurrency Fluctuation Prices: Increasing Investment Awareness (2022)Deep Learning Algorithm to Pr…Short-term bitcoin market prediction via machine learning (2021)Short-term bitcoin market pre…Forecasting Bitcoin with technical analysis: A not-so-random forest? 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(1936)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)Short interest and aggregate stock returns (2016)Takeover Bids, The Free-Rider Problem, and the Theory of the Corporation (1980)Large Shareholders as Monitors: Is There a Trade‐Off between Liquidity and Control? 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this work references cited by second hop

References

  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 2000Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation1,118 cited
  • 2016Corporate Governance and Blockchains1,069 cited
  • 1999Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap1,024 cited
  • 2014Forecasting the Equity Risk Premium: The Role of Technical Indicators1,001 cited
  • 1999Using genetic algorithms to find technical trading rules855 cited
  • 1978New Concepts in Technical Trading Systems461 cited
  • 1999Technical trading rule profitability and foreign exchange intervention390 cited
  • 1998Market Efficiency and the Returns to Technical Analysis324 cited
  • 2011A New Anomaly: The Cross-Sectional Profitability of Technical Analysis231 cited
  • 2001Bollinger on Bollinger Bands223 cited
  • 2005Technical Analysis: Power Tools for Active Investors200 cited
  • 2010Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias185 cited
  • 1998The Dow Theory: William Peter Hamilton's Track Record Reconsidered159 cited

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Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy
243 cited
  • 2021Short-term bitcoin market prediction via machine learning160 cited
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  • 2022On technical trading and social media indicators for cryptocurrency price classification through deep learning110 cited
  • 2020Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility92 cited
  • 2020Bitcoin price forecasting method based on CNN‐LSTM hybrid neural network model85 cited
  • 2020Investigating the Problem of Cryptocurrency Price Prediction: A Deep Learning Approach78 cited
  • 2020Cryptocurrencies and Artificial Intelligence: Challenges and Opportunities73 cited
  • 2022Deep Learning Algorithm to Predict Cryptocurrency Fluctuation Prices: Increasing Investment Awareness71 cited
  • 2023Prediction and interpretation of daily NFT and DeFi prices dynamics: Inspection through ensemble machine learning & XAI67 cited
  • 2021Forecasting Bitcoin with technical analysis: A not-so-random forest?66 cited
  • 2020Forecasting the movements of Bitcoin prices: an application of machine learning algorithms65 cited
  • 2024Deep-learning-based stock market prediction incorporating ESG sentiment and technical indicators65 cited
  • 2022Modeling Bitcoin Prices using Signal Processing Methods, Bayesian Optimization, and Deep Neural Networks58 cited
  • 2020Does Twitter Happiness Sentiment predict cryptocurrency?57 cited
  • 2021Bitcoin transaction strategy construction based on deep reinforcement learning56 cited