Trading Cryptocurrencies Using Second Order Stochastic Dominance
This research is the first attempt to customize a trading system that is based on second order stochastic dominance (SSD) to five known cryptocurrencies’ daily data: Bitcoin, Ethereum, XRP, Binance Coin, and Cardano. Results show that our system can predict price trends of cryptocurrencies, trade th...
| 出版年: | Mathematics |
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| 第一著者: | |
| フォーマット: | 論文 |
| 言語: | 英語 |
| 出版事項: |
MDPI AG
2021-11-01
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| 主題: | |
| オンライン・アクセス: | https://www.mdpi.com/2227-7390/9/22/2861 |
