LASSO-based high-frequency return predictors for profitable Bitcoin investment
Weige Huang and Xiang Gao
| Year of publication: |
2022
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|---|---|
| Authors: | Huang, Weige ; Gao, Xiang |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 29.2022, 12, p. 1079-1083
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| Subject: | Bitcoin | high-frequency | investment strategy | LASSO | neural networks | Virtuelle Währung | Virtual currency | Neuronale Netze | Neural networks | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Finanzanalyse | Financial analysis | Anlageverhalten | Behavioural finance | Prognoseverfahren | Forecasting model | Theorie | Theory | Elektronisches Handelssystem | Electronic trading | Elektronisches Zahlungsmittel | Electronic payment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2021.1908512 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013412041