Forecasting Bitcoin with technical analysis: A not-so-random forest?
Abstract
This paper uses data sampled at hourly and daily frequencies to predict Bitcoin returns. We consider various advanced non-linear models based on a multitude of popular technical indicators that represent market trend, momentum, volume, and sentiment. We run a robust empirical exercise to observe the impact of forecast horizon, model type, time period, and the choice of inputs (predictors) on the forecast performance of the competing models. We...
Paper Details
Title
Forecasting Bitcoin with technical analysis: A not-so-random forest?
Published Date
Jan 1, 2023
Volume
39
Issue
1
Pages
1 - 17
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