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Applied Economics Letters Volume 29, 2022 - Issue 12
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Research Article

LASSO-based high-frequency return predictors for profitable Bitcoin investment

Weige Huanga Wenlan School of Business, Zhongnan University of Economics and Law, Wuhan, ChinaORCID Iconhttps://orcid.org/0000-0002-0615-3302
ORCID Icon &
Xiang Gaob Research Center of Finance, Shanghai Business School, Shanghai, P.R.ChinaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0003-4914-557X
ORCID Icon
Pages 1079-1083 | Published online: 02 Apr 2021

References

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  • Sun, X., M. Liu, and Z. Sima. 2020. “A Novel Cryptocurrency Price Trend Forecasting Model Based on LightGBM.” Finance Research Letters 32: 101084. doi:10.1016/j.frl.2018.12.032.

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