Multi-source data driven cryptocurrency price movement prediction and portfolio optimization
Zhongbao Zhou, Zhengyang Song, Helu Xiao, Tiantian Ren
Topics & Concepts
Sharpe ratioCryptocurrencyPortfolioComputer sciencePortfolio optimizationEconometricsRobustness (evolution)Asset (computer security)Support vector machineTrading strategyIndex (typography)Artificial intelligenceEconomicsFinancial economicsWorld Wide WebComputer securityGeneBiochemistryChemistryBlockchain Technology Applications and SecurityStock Market Forecasting MethodsMarket Dynamics and Volatility