Boosted Trees and Cryptocurrency Return Prediction

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Academic paper

Boosting Cryptocurrency Return Prediction

AuthorsIlias Filippou; David E. Rapach; Christoffer Thimsen

Institute
  • Washington University in St. Louis
  • Washington University in St. Louis - John M. Olin Business School
  • Federal Reserve Bank of Atlanta
  • Research Department, Federal Reserve Bank of Atlanta
  • Aarhus University
  • Aarhus University - Department of Economics and Business Economics

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