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Mathematical Research for Blockchain Economy : 3rd International Conference MARBLE 2022, Vilamoura, Portugal

Pardalos, Panos M. (ed.); Kotsireas, Ilias S. (ed.); … - International Conference on Mathematical Research for … - 2023

blockchain to bridge the gap between practice and theory. Blockchain Technology has been considered as the most fundamental and …

Persistent link: https://www.econbiz.de/10013551771

Application of the XGBoost algorithm and Bayesian optimization for the Bitcoin price prediction during the COVID-19 period

Drahokoupil, Jakub - 2022

Persistent link: https://www.econbiz.de/10013262618

A differential evolution copula-based approach for a multi-period cryptocurrency portfolio optimization

Mba, Jules Clement; Pindza, Edson; Koumba, Ur - In: Financial markets and portfolio management 32 (2018) 4, pp. 399-418

Persistent link: https://www.econbiz.de/10011952000

Cryptocurrency portfolio optimization : utilizing a GARCH-copula model within the Markowitz framework

Jeleskovic, Vahidin; Latini, Claudio; Younas, Zahid Irshad - 2024

Persistent link: https://www.econbiz.de/10015152922

Optimized pairs-trading strategies in the cryptocurrencies market using genetic algorithms and cointegration

Danilo, Lorette; Jamhamed, Fayssal; Martin, Franck - 2024

Persistent link: https://www.econbiz.de/10015133218

A particle swarm optimization copula-based approach with application to cryptocurrency portfolio optimisation

Mba, Jules Clément; Mai, Magdaline Mbong - In: Journal of risk and financial management : JRFM 15 (2022) 7, pp. 1-14

Blockchain and cryptocurrency are gradually going mainstream with new cryptocurrencies introduced every single day. The speculative nature of these digital assets expose their prices to large fluctuations. Trading these crypto-assets necessitate an adequate understanding of this emerging market...

Persistent link: https://www.econbiz.de/10013369573