Financial data resampling for machine learning based trading: application to cryptocurrency markets
Auteur :
Borges, Tomé Almeida / Neves, Rui
Éditeur :
Springer Nature Switzerland AG
ISBN :
9783030683788
Date de publication :
23 févr. 2021
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
A new method for resampling financial data is presented as alternative to the classical time sampled data commonly used in financial market trading. The new resampling method uses a closing value threshold to resample the data creating a signal better suited for financial trading, thus achieving higher returns without increased risk.