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...
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 |
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Format: | Article |
Language: | English |
Published: |
KeAi Communications Co., Ltd.
2019-06-01
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Series: | Journal of Finance and Data Science |
Online Access: | http://www.sciencedirect.com/science/article/pii/S2405918818300953 |
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