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Forecasting mid-price movement of Bitcoin futures using machine learning · Study

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ArticleForecasting mid-price movement of Bitcoin futures using machine learning

Erdinç Akyıldırım2021

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Articlebronze2021

Forecasting mid-price movement of Bitcoin futures using machine learning

Erdinç Akyıldırım · Oğuzhan Çepni · Shaen Corbet · Gazi Salah Uddin

84 citations·0/0 files stored·Annals of Operations Research

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Stock Market Forecasting Methods Financial Markets and Investment Strategies Forecasting Techniques and Applications

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References

1998Forecasting with artificial neural networks:2017Deep learning with long short-term memory networks for financial market predictions 2020COVID-19 and finance: Agendas for future research 2020COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach 2020Financial contagion during COVID–19 crisis 2020The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies 2020Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic 2019Machine learning in energy economics and finance: A review

Cited by

2023Explainable artificial intelligence modeling to forecast bitcoin prices 2022Portfolio Diversification, Hedge and Safe-Haven Properties in Cryptocurrency Investments and Financial Economics: A Systematic Literature Review 2022Past, present, and future of the application of machine learning in cryptocurrency research 2023Application of machine learning in algorithmic investment strategies on global stock markets

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Year2021

Typearticle

Published2021-07-22

VenueAnnals of Operations Research

ISSN-L0254-5330

Languageen

Citations84

Files0 public / 0

ShelfStock Market Forecasting Methods

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doi10.1007/s10479-021-04205-x

openalex_workW3124647634

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