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Cryptocurrency Replication Using Machine Learning
Richard D. F. Harris (Lead / Corresponding author)
,
Murat Mazibas
,
Dooruj Rambaccussing
Research output
:
Working paper/Preprint
›
Preprint
Overview
Fingerprint
Research Outputs
(1)
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Keyphrases
Machine Learning
100%
Cryptocurrency
100%
Cryptocurrency Portfolio
60%
Direct Investment
40%
Risk-adjusted Returns
40%
Diversification Benefits
40%
Tail Risk
20%
Lower Tail
20%
Low Correlation
20%
High Volatility
20%
Investment Opportunities
20%
Uncertain Risk
20%
Trading Costs
20%
Volatility Correlations
20%
Traditional Asset Classes
20%
Regulatory Uncertainty
20%
Economics, Econometrics and Finance
Cryptocurrency
100%
Machine Learning
100%
Foreign Investment
25%
Investors
12%
Volatility
12%
Investment Opportunity
12%