Gang Kou, Özlem Olgu Akdeniz, Hasan Dınçer, Serhat Yüksel
AbstractFinancial technology (Fintech) makes a significant contribution to the
financial system by reducing costs, providing higher quality services and
increasing customer satisfaction. Hence, new studies play an essential role to
improve Fintech investments. This study evaluates Fintech-based investments of
European banking services with an application of an original methodology that
considers i... hiện toàn bộ
Fan Fang, Carmine Ventre, Michail Basios, Leslie Kanthan, David Martínez-Rego, Fan Wu, Lingbo Li
AbstractIn recent years, the tendency of the number of financial institutions to
include cryptocurrencies in their portfolios has accelerated. Cryptocurrencies
are the first pure digital assets to be included by asset managers. Although
they have some commonalities with more traditional assets, they have their own
separate nature and their behaviour as an asset is still in the process of being
und... hiện toàn bộ
AbstractThis study examines the predictability of three major
cryptocurrencies—bitcoin, ethereum, and litecoin—and the profitability of
trading strategies devised upon machine learning techniques (e.g., linear
models, random forests, and support vector machines). The models are validated
in a period characterized by unprecedented turmoil and tested in a period of
bear markets, allowing the assessm... hiện toàn bộ