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  • Search: subject:"Temporal convolutional neural network"
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Artificial intelligence 1 Efficient market hypothesis 1 Effizienzmarkthypothese 1 Financial market 1 Financial market prediction 1 Finanzmarkt 1 Forecasting model 1 GRU 1 Gradient boosting 1 Künstliche Intelligenz 1 LSTM 1 Machine learning 1 Market efficiency 1 Neural network 1 Neural networks 1 Neuronale Netze 1 Prognoseverfahren 1 Random forest 1 Statistical arbitrage 1 Temporal convolutional neural network 1 Virtual currency 1 Virtuelle Währung 1
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CC license 1 Free 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Jaquart, Patrick 1 Köpke, Sven 1 Weinhardt, Christof 1
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The Journal of finance and data science : JFDS 1
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ECONIS (ZBW) 1
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Machine learning for cryptocurrency market prediction and trading
Jaquart, Patrick; Köpke, Sven; Weinhardt, Christof - In: The Journal of finance and data science : JFDS 8 (2022), pp. 331-352
We employ and analyze various machine learning models for daily cryptocurrency market prediction and trading. We train the models to predict binary relative daily market movements of the 100 largest cryptocurrencies. Our results show that all employed models make statistically viable...
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