首页|Researchers from King’s College London Report New Studies and Findings in the Area of Machine Learning (Ascertaining Price Formation In Cryptocurrency Markets With Machine Learning)
Researchers from King’s College London Report New Studies and Findings in the Area of Machine Learning (Ascertaining Price Formation In Cryptocurrency Markets With Machine Learning)
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Taylor & Francis
Data detailed on Machine Learning have been presented. According to news reporting originating from London, United Kingdom, by NewsRx correspondents, research stated, “The cryptocurrency market is amongst the fastest-growing of all the financial markets in the world. Unlike traditional markets, such as equities, foreign exchange and commodities, cryptocurrency market is considered to have larger volatility and illiquidity.” Our news editors obtained a quote from the research from King’s College London, “This paper is inspired by the recent success of using machine learning for stock market prediction. In this work, we analyze and present the characteristics of the cryptocurrency market in a high-frequency setting. In particular, we applied a machine learning approach to predict the direction of the mid-price changes on the upcoming tick. We show that there are universal features amongst cryptocurrencies which lead to models outperforming asset-specific ones. We also show that there is little point in feeding machine learning models with long sequences of data points; predictions do not improve. Furthermore, we solve the technical challenge to design a lean predictor, which performs well on live data downloaded from crypto exchanges. A novel retraining method is defined and adopted towards this end. Finally, the trade-off between model accuracy and frequency of training is analyzed in the context of multi-label prediction.”
LondonUnited KingdomEuropeCyborgsEmerging TechnologiesMachine LearningKing’s College London
NETL
NSTL
Taylor & Francis
