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Robustness of Support Vector Machines in Algorithmic Trading on Cryptocurrency Market

Robert Ślepaczuk

Ślepaczuk, Robert

e

Zenkova, Maryna

07 ago 2019

Robustness of Support Vector Machines in Algorithmic Trading on Cryptocurrency Market's Cover Image

Central European Economic Journal

Volume 5 (2018): Numero 52 (Gennaio 2018)

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Pubblicato online: 07 ago 2019

Pagine: 186 - 205

DOI: https://doi.org/10.1515/ceej-2018-0022

Parole chiave
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.

Ślepaczuk, Robert

Quantitative Finance Research Group, Faculty of Economic Sciences, University of WarsawWarsaw, Poland

Zenkova, Maryna

Quantitative Finance Research Group, Faculty of Economic Sciences, University of WarsawWarsaw, Poland

Lingua:: Inglese

Frequenza di pubblicazione:: 1 volte all'anno
Argomenti della rivista:: Economia e business, Economia politica, Teoria economica, sistemi e strutture, Microeconomia, Macroeconomia, Politica economica

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