Anticipating Cryptocurrency Prices Using Machine Learning

• Published in: Complexity (New York, N.Y.) Vol. 2018; no. 2018; pp. 1 - 16
• Main Authors: Baronchelli, Andrea, Aiello, Luca Maria, ElBahrawy, Abeer, Alessandretti, Laura
• Format: Journal Article
• Language: English
• Published: Cairo, Egypt Hindawi Publishing Corporation 01.01.2018; Hindawi; John Wiley & Sons, Inc; Wiley
• Subjects: Algorithms; Artificial intelligence; Blockchain; Crypto-currencies; Currency; Data mining; Digital currencies; Forecasts and trends; Institutional investments; Internet stocks; Machine learning; Markets; Neural networks; Prices; Prices and rates; State of the art; Stock exchanges; Stock markets; Surveys; Web sites; United Kingdom; United States > US

Machine learning and AI-assisted trading have attracted growing interest for the past few years. Here, we use this approach to test the hypothesis that the inefficiency of the cryptocurrency market can be exploited to generate abnormal profits. We analyse daily data for 1,681 cryptocurrencies for th...