首页|New Data from Montpellier Business School Illuminate Findings in Machine Learnin g (Machine Learning and the Cross-section of Cryptocurrency Returns)
New Data from Montpellier Business School Illuminate Findings in Machine Learnin g (Machine Learning and the Cross-section of Cryptocurrency Returns)
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By a News Reporter-Staff News Editor at Robotics & Machine Learning Daily News Daily News – Fresh data on Machine Learning are pre sented in a new report. According to news originating from Montpellier, France, by NewsRx correspondents, research stated, “We employ a repertoire of machine le arning models to investigate the cross-sectional return predictability in crypto currency markets. While all methods generate substantial economic gains-unlike i n other asset classes-the benefits from model complexity are limited.” Financial support for this research came from National Science Centre, Poland. Our news journalists obtained a quote from the research from Montpellier Busines s School, “Return predictability derives mainly from a handful of simple charact eristics, such as market price, past alpha, illiquidity, and momentum. Contrary to the stock market, abnormal returns in cryptocurrencies originate from the lon g leg of the trade and persist over time. Furthermore, despite high portfolio tu rnover, most machine learning strategies remain profitable after trading costs.”
MontpellierFranceEuropeCyborgsEm erging TechnologiesMachine LearningMontpellier Business School
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