提升树与加密货币收益预测

登录后收藏

学术论文

提升加密货币收益预测

作者Ilias Filippou; David E. Rapach; Christoffer Thimsen

机构
  • 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

本篇策略设有付费墙

付费套餐可解锁完整推导、交易规则、Python 与成交记录。策略库约 20% 保持免费。

投资标的:BTC-USD、ETH-USD。再平衡:每月。Universe: BTC-USD, ETH-USD. Parameters: rebalance=monthly.