Forecasting mid-price movement of Bitcoin futures using machine learning
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Link
https://link.springer.com/content/pdf/10.1007/s10479-021-04205-x.pdf
Reference76 articles.
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4. Akyildirim, E., Corbet, S., Katsiampa, P., Kellard, N., & Sensoy, A. (2020). The development of bitcoin futures: Exploring the interactions between cryptocurrency derivatives. Finance Research Letters, 34, 101234.
5. Akyildirim, E., Corbet, S., Lucey, B., Sensoy, A., & Yarovaya, L. (2020). The relationship between implied volatility and cryptocurrency returns. Finance Research Letters, 33, 101202.
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