Forecasting mid-price movement of Bitcoin futures using machine learning-Reference-Cited by-同舟云学术

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Forecasting mid-price movement of Bitcoin futures using machine learning

Published:2021-07-22 Issue: Volume: Page:
ISSN:0254-5330
Container-title:Annals of Operations Research
language:en
Short-container-title:Ann Oper Res

Author:

Akyildirim Erdinc^ORCID,Cepni Oguzhan,Corbet Shaen,Uddin Gazi Salah

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.

1. Adcock, R., & Gradojevic, N. (2019). Non-fundamental, non-parametric bitcoin forecasting. Physica A: Statistical Mechanics and its Applications 531.

2. Akhtaruzzaman, M., Boubaker, S., & Sensoy, A. (2020). Financial contagion during covid–19 crisis. Finance Research Letters, 101604.

3. Akyildirim, E., Corbet, S., Cumming, D., Lucey, B., & Sensoy, A. (2020). Riding the wave of crypto-exuberance: The potential misusage of corporate blockchain announcements. Technological Forecasting and Social Change, 159, 120191.

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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