Can artificial intelligence enhance the Bitcoin bonanza
Matheus José Silva de Souza,Fahad Almudhaf,Bruno Miranda Henrique,Ana Beatriz Silveira Negredo,Danilo Guimarães Franco Ramos,Vinicius Amorim Sobreiro,Herbert Kimura +6 more
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TLDR
Findings indicate that traders are able to earn conservative returns on the risk adjusted basis, even accounting for transaction costs, when using SVM, and suggests that ANN can explore short run informational inefficiencies to generate abnormal profits.About:
This article is published in The Journal of Finance and Data Science.The article was published on 2019-06-01 and is currently open access. It has received 27 citations till now. The article focuses on the topics: Cryptocurrency.read more
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Convolution on Neural Networks for High-Frequency Trend Prediction of Cryptocurrency Exchange Rates Using Technical Indicators
Saúl Alonso-Monsalve,Saúl Alonso-Monsalve,Andrés L. Suárez-Cetrulo,Andrés L. Suárez-Cetrulo,Alejandro Cervantes,David Quintana +5 more
TL;DR: The results suggest that all series were predictable to a certain extent using the technical indicators, while Convolutional LSTM neural networks outperformed all the rest significantly, while CNN neural networks were also able to provide good results specially in the Bitcoin, Ether and Litecoin cryptocurrencies.
Journal ArticleDOI
Forecasting and trading cryptocurrencies with machine learning under changing market conditions
Helder Sebastião,Pedro Godinho +1 more
TL;DR: In this article, the authors examined the predictability of three major cryptocurrencies (e.g., Bitcoin, ethereum, and litecoin) and the profitability of trading strategies devised upon machine learning techniques.
Journal ArticleDOI
Cryptocurrency price prediction using traditional statistical and machine‐learning techniques: A survey
Ahmed M. Khedr,Ahmed M. Khedr,Ifra Arif,Pravija Raj P,Magdi El-Bannany,Saadat M. Alhashmi,Meenu Sreedharan +6 more
TL;DR: A comprehensive summary of the previous studies in the field of cryptocurrency price prediction from 2010 to 2020 can be found in this article, where the authors provide a comprehensive discussion of the existing studies and gain more future insight.
Journal ArticleDOI
Artificial intelligence techniques in finance and financial markets: A survey of the literature
Carlo Milana,Arvind Ashta +1 more
Journal ArticleDOI
Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China
Kim Hung Pho,Sel Ly,Richard Lu,Thi Hong Van Hoang,Wing-Keung Wong,Wing-Keung Wong,Wing-Keung Wong +6 more
TL;DR: In this paper, the authors compare Bitcoin with gold in the diversification of Chinese portfolios using daily data over the 2010-2020 period and conclude that gold is a better portfolio diversifier than Bitcoin for risk-averse investors.
References
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Blind Signatures for Untraceable Payments
TL;DR: Automation of the way the authors pay for goods and services is already underway, as can be seen by the variety and growth of electronic banking services available to consumers.