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A novel cryptocurrency price trend forecasting model based on LightGBM

Year: 2018

Type: article

Source: Finance research letters

DOI: 10.1016/j.frl.2018.12.032

Authors: Xiaolei Sun, Mingxi Liu, Zeqian Sima

Institutions: Chinese Academy of Sciences, Institutes of Science and Development

Language: English

Topic: Stock Market Forecasting Methods

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Chinese Academy of Sciences, Shanghai Institutes for Biological Sciences, Chinese Academy of Sciences, University of Chinese Academy of Sciences

Awards: G4419532464, 国家风险相关性机理与测度研究, G7265249179, G7289778734

OpenAlex ID: W2906922093

FWCI: 20.19

Cites: 13

Cited by: 546

Related to: 10