Machine Learning and the Cross-Section of Cryptocurrency Returns
Year of publication: |
2022
|
---|---|
Authors: | Cakici, Nusret ; Shahzad, Syed Jawad Hussain ; Bedowska-Sojka, Barbara ; Zaremba, Adam |
Publisher: |
[S.l.] : SSRN |
Subject: | Künstliche Intelligenz | Artificial intelligence | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | CAPM |
-
A Factor Model for Cryptocurrency Returns
Bianchi, Daniele, (2021)
-
Boosting Cryptocurrency Return Prediction
Filippou, Ilias, (2021)
-
Machine Learning and Return Predictability Across Firms, Time and Portfolios
Baba Yara, Fahiz, (2021)
- More ...
-
Is Geopolitical Risk Priced in the Cross-Section of Cryptocurrency Returns?
Long, Huaigang, (2022)
-
Machine learning and the cross-section of cryptocurrency returns
Cakici, Nusret, (2024)
-
Hedging Geopolitical Risks with Different Asset Classes : A Focus on the Russian Invasion of Ukraine
Bedowska-Sojka, Barbara, (2022)
- More ...