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Short-term bitcoin market prediction via machine learning
16 references·16 citing·29 second hopsampled
Short-term bitcoin market prediction via machine learning (2021)Short-term bitcoin market prediction via …Empirical Asset Pricing via Machine Learning (2020)Empirical Asset Pricing via M…Deep learning with long short-term memory networks for financial market predictions (2017)Deep learning with long short…Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Bitcoin, gold and the dollar …Dissecting Anomalies (2007)Dissecting AnomaliesThe Adaptive Markets Hypothesis (2004)The Adaptive Markets Hypothes…Comparing Predictive Accuracy (2002)Comparing Predictive AccuracyMarket efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Market efficiency, long-term …The Limits of Arbitrage (1995)The Limits of ArbitrageComparing Predictive Accuracy (1994)Comparing Predictive AccuracyEvidence of Predictable Behavior of Security Returns (1990)Evidence of Predictable Behav…The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence (1985)The Disposition to Sell Winne…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…Risk, Return, and Equilibrium: Empirical Tests (1973)Risk, Return, and Equilibrium…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Navigating AI-Driven Financial Forecasting: A Systematic Review of Current Status and Critical Research Gaps (2025)Navigating AI-Driven Financia…Prediction and interpretation of daily NFT and DeFi prices dynamics: Inspection through ensemble machine learning & XAI (2023)Prediction and interpretation…Predicting Bitcoin Prices Using Machine Learning (2023)Predicting Bitcoin Prices Usi…Machine learning and the cross-section of emerging market stock returns (2023)Machine learning and the cros…LSTM-ReGAT: A network-centric approach for cryptocurrency price trend prediction (2023)LSTM-ReGAT: A network-centric…Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models (2023)Forecasting Bitcoin prices us…Evaluating the Performance of Metaheuristic Based Artificial Neural Networks for Cryptocurrency Forecasting (2023)Evaluating the Performance of…Centralized decomposition approach in LSTM for Bitcoin price prediction (2023)Centralized decomposition app…Analysis of Bitcoin Price Prediction Using Machine Learning (2023)Analysis of Bitcoin Price Pre…A Comprehensive Survey on Higher Order Neural Networks and Evolutionary Optimization Learning Algorithms in Financial Time Series Forecasting (2023)A Comprehensive Survey on Hig…Real-world model for bitcoin price prediction (2022)Real-world model for bitcoin …Machine learning for cryptocurrency market prediction and trading (2022)Machine learning for cryptocu…Forecasting Bitcoin Price Direction With Random Forests: How Important Are Interest Rates, Inflation, and Market Volatility? (2022)Forecasting Bitcoin Price Dir…Cryptocurrency Price Prediction with Convolutional Neural Network and Stacked Gated Recurrent Unit (2022)Cryptocurrency Price Predicti…A new hybrid machine learning model for predicting the bitcoin (BTC-USD) price (2022)A new hybrid machine learning…Prediction of Cryptocurrency Price Index Using Artificial Neural Networks: A Survey of the Literature (2021)Prediction of Cryptocurrency …A model of investor sentiment /CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Cross-Section of Expected Stock Returns (1992)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Market Liquidity and Funding Liquidity (2008)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Common risk factors in the returns on stocks and bonds (1993)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Prospect Theory: An Analysis of Decision under Risk (1979)Toward a positive theory of consumer choice (1980)Prospect theory: An analysis of decision under risk (1988)Are Investors Reluctant to Realize Their Losses? (1998)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)On Persistence in Mutual Fund Performance (1997)A Comparison of ARIMA and LSTM in Forecasting Time Series (2018)The Performance of LSTM and BiLSTM in Forecasting Time Series (2019)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 1985The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence3,550 cited
  • 2017Deep learning with long short-term memory networks for financial market predictions2,827 cited
  • 1990Evidence of Predictable Behavior of Security Returns2,702 cited
  • 1998Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.12,572 cited
  • 2020Empirical Asset Pricing via Machine Learning2,528 cited
  • 2002Comparing Predictive Accuracy1,745 cited
  • 2004The Adaptive Markets Hypothesis1,708 cited

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  • 2007Dissecting Anomalies1,573 cited
  • 2015Bitcoin, gold and the dollar – A GARCH volatility analysis1,552 cited
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