Learning time series data using cross correlation and its application in bitcoin price prediction
Thesis: M. Eng., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 2014. === Cataloged from PDF version of thesis. === In this work, we developed an quantitative trading algorithm for bitcoin that is shown to be profitable. The algorithm establishes a...
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| Format: | Others |
| Language: | English |
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Massachusetts Institute of Technology
2014
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| Online Access: | http://hdl.handle.net/1721.1/91884 |