Trading

Research

Deep Learning, Finance, Trading

Ascertaining price formation in cryptocurrency markets with DeepLearning

In this paper is was shown how deep learning approaches can be used to predict the direction of the mid-price changes of crypto assets.


Fan Fang, Waichung Chung, Carmine Ventre, Michail Basios, Leslie Kanthan, Lingbo Li, Fan Wu, 2020


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Research

Machine Learning, Trading

Ascertaining price formation in cryptocurrency markets with machine learning

In this work, we analyze and present the characteristics of the cryptocurrency market in a high-frequency setting.


Fan Fang, Waichung Chung, Carmine Ventre, Michail Basios, Leslie Kanthan, Lingbo Li & Fan Wud Turing, 2021


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