Forecasting the movements of Bitcoin prices: an application of machine learning algorithms

Cryptocurrencies, such as Bitcoin, are one of the most controversial and complex technological innovations in today's financial system. This study aims to forecast the movements of Bitcoin prices at a high degree of accuracy. To this aim, four different Machine Learning (ML) algorithms are appl...

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Bibliographic Details
Main Authors: Hakan Pabuçcu, Serdar Ongan, Ayse Ongan
Format: Article
Language:English
Published: AIMS Press 2020-12-01
Series:Quantitative Finance and Economics
Subjects:
Online Access:https://www.aimspress.com/article/10.3934/QFE.2020031?viewType=HTML