A comparison of machine learning and econometric models for pricing perpetual Bitcoin futures and their application to algorithmic trading.
Avinash MalikPublished in: Expert Syst. J. Knowl. Eng. (2023)
Keyphrases
- financial markets
- machine learning
- trading systems
- complex systems
- pattern recognition
- data analysis
- stock market
- machine learning methods
- statistical models
- machine learning algorithms
- model selection
- knowledge acquisition
- feature selection
- artificial intelligence
- statistical methods
- machine learning approaches
- data driven approaches
- text classification
- information extraction
- active learning
- decision trees
- learning algorithm