Can artificial intelligence enhance the Bitcoin bonanza

This paper aims to investigate how Machine Learning (ML) techniques perform in the prediction of cryptocurrency prices. We answer if Support Vector Machines (SVM) and Artificial Neural Networks (ANN) based strategies can generate abnormal risk-adjusted returns when applied to Bitcoin, the largest de...

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Bibliographic Details
Main Authors: Matheus José Silva de Souza, Fahad W. Almudhaf, Bruno Miranda Henrique, Ana Beatriz Silveira Negredo, Danilo Guimarães Franco Ramos, Vinicius Amorim Sobreiro, Herbert Kimura
Format: Article
Language:English
Published: KeAi Communications Co., Ltd. 2019-06-01
Series:Journal of Finance and Data Science
Online Access:http://www.sciencedirect.com/science/article/pii/S2405918818300953

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