Ascertaining price formation in cryptocurrency markets with machine learning - 477689957.pdf thumbnail
Ascertaining price formation in cryptocurrency markets with machine learning - 477689957.pdf
core.ac.uk
his paper is inspired by the recent success of using machine learning for stock market prediction. We show that there are universal features amongst cryptocurrencies which lead to models outperforming asset-specific ones We also show that there is little point in feeding machine learning models with
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  • his paper is inspired by the recent success of using machine learning for stock market prediction.
  • We show that there are universal features amongst cryptocurrencies which lead to models outperforming asset-specific ones
  • We also show that there is little point in feeding machine learning models with long sequences of data points; predictions do not improve.
  • Furthermore, we solve the technical challenge to design a lean predictor, which performs well on live data downloaded from crypto exchanges.
  • Bitcoin, as the pioneer and also the market leader, has a market capitalization of over 112 billion USD, and a 24-hour volume over 3.8 billion USD in early July 201

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economic

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core.ac.uk

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