Investment strategies based on anomalies detected in the financial time series of cryptocurrencies.
Jedrzej RudkiewiczMarcin HernesPublished in: KES (2023)
Keyphrases
- financial time series
- stock exchange
- investment strategies
- stock market
- stock price
- financial time series forecasting
- financial data
- turning points
- non stationary
- anomaly detection
- short term
- transaction costs
- financial markets
- exchange rate
- portfolio optimization
- long term
- data mining
- multivariate time series
- trading strategies
- historical data
- high dimensional data
- search engine