Grądzki, Przemysław; Wójcik, Piotr; Lessmann, Stefan - In: Financial innovation : FIN 11 (2025), pp. 1-43
This paper investigates the optimization of data sampling and target labeling techniques to enhance algorithmic trading strategies in cryptocurrency markets, focusing on Bitcoin (BTC) and Ethereum (ETH). Traditional data sampling methods, such as time bars, often fail to capture the nuances of...