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

Robustness of Support Vector Machines in Algorithmic Trading on Cryptocurrency Market

Central European Economic Journal
Volume 5 (2018): Issue 52 (January 2018)
By:  and    
Open Access
|Aug 2019
Authors

Authors

Robert Ślepaczuk

robert.slepaczuk@gmail.com

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

Maryna Zenkova

Quantitative Finance Research Group, Faculty of Economic Sciences, University of Warsaw, Warsaw, Poland
DOI: https://doi.org/10.1515/ceej-2018-0022 | Journal eISSN: 2543-6821 | Journal ISSN: 2544-9001
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Language: English
Page range: 186 - 205
Published on: Aug 7, 2019
Published by: Faculty of Economic Sciences, University of Warsaw
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year
Keywords:
Machine learning,
support vector machines,
investment algorithm,
algorithmic trading,
strategy,
optimization,
cross-validation,
overfitting,
cryptocurrency market,
technical analysis,
meta parameters
Related subjects:
Business and economics,
Political economics,
Economic theory, systems and structures,
Microeconomics,
Macroeconomics,
Economic policy

© 2019 Robert Ślepaczuk, Maryna Zenkova, published by Faculty of Economic Sciences, University of Warsaw
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

Volume 5 (2018): Issue 52 (January 2018)
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