Machine learning and the cross-section of cryptocurrency returns

Nusret Cakici, Syed Jawad Hussain Shahzad, Barbara Będowska-Sójka, Adam Zaremba

Year of publication:	2024
Authors:	Cakici, Nusret ; Shahzad, Syed Jawad Hussain ; Będowska-Sójka, Barbara ; Zaremba, Adam
Subject:	Asset pricing \| Cryptocurrency markets \| Limits to arbitrage \| Machine learning \| Return predictability \| The cross-section of returns \| Künstliche Intelligenz \| Artificial intelligence \| Virtuelle Währung \| Virtual currency \| Kapitaleinkommen \| Capital income \| CAPM \| Portfolio-Management \| Portfolio selection \| Prognoseverfahren \| Forecasting model \| Finanzmarkt \| Financial market \| Arbitrage \| Kapitalmarktrendite \| Capital market returns

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1016/j.irfa.2024.103244 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014543950