Deep learning for Bitcoin price direction prediction: models and trading strategies empirically compared
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DOI: 10.1186/s40854-024-00643-1
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- Fayssal Jamhamed & Franck Martin & Fabien Rondeau & Josué Thélissaint & Stéphane Tufféry, 2024. "Regime-Specific Dynamics and Informational Efficiency in Cryptomarkets: Evidence from Gaussian Mixture Models," Economics Working Paper Archive (University of Rennes & University of Caen) 2024-13, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
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Keywords
Backtesting; Bitcoin; Cryptocurrency; Deep learning; Feature selection; On-chain data;All these keywords.
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