A random forest-based model for crypto asset forecasts in futures markets with out-of-sample prediction
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DOI: 10.1016/j.ribaf.2022.101829
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Cited by:
- Xu, Yuhong & Zhao, Xinyao, 2024. "How does node centrality in a financial network affect asset price prediction?," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
- Feng, Lingbing & Qi, Jiajun & Lucey, Brian, 2024. "Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy," International Review of Financial Analysis, Elsevier, vol. 94(C).
- Li, Zhe & Liang, Shuguang & Pan, Xianyou & Pang, Meng, 2024. "Credit risk prediction based on loan profit: Evidence from Chinese SMEs," Research in International Business and Finance, Elsevier, vol. 67(PA).
- Liu, Yujun & Li, Zhongfei & Nekhili, Ramzi & Sultan, Jahangir, 2023. "Forecasting cryptocurrency returns with machine learning," Research in International Business and Finance, Elsevier, vol. 64(C).
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More about this item
Keywords
Random Forest; Cryptocurrencies; Bitcoin; Technical indicators; Candlestick patterns;All these keywords.
JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
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