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Central European Economic Journal
Volume 5 (2018): Issue 52 (January 2018)
Open Access
Robustness of Support Vector Machines in Algorithmic Trading on Cryptocurrency Market
Robert Ślepaczuk
Robert Ślepaczuk
Quantitative Finance Research Group, Faculty of Economic Sciences, University of Warsaw
Warsaw, Poland
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Ślepaczuk, Robert
and
Maryna Zenkova
Maryna Zenkova
Quantitative Finance Research Group, Faculty of Economic Sciences, University of Warsaw
Warsaw, Poland
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Zenkova, Maryna
Aug 07, 2019
Central European Economic Journal
Volume 5 (2018): Issue 52 (January 2018)
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Published Online:
Aug 07, 2019
Page range:
186 - 205
DOI:
https://doi.org/10.1515/ceej-2018-0022
Keywords
Machine learning
,
support vector machines
,
investment algorithm
,
algorithmic trading
,
strategy
,
optimization
,
cross-validation
,
overfitting
,
cryptocurrency market
,
technical analysis
,
meta parameters
© 2018 R. Ślepaczuk, M. Zenkova, published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.
