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@moneyscienceQuantitative Finance News, Research & Resources. See also: @risk_mgmt, @fin_tech, @hedgefundfocus, @businessschools & https://t.co/ODd3uyCPea
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On Vulnerability Conditional Risk Measures: Comparisons and Applications in Cryptocurrency Market bit.ly/3UP3Wpy
Utilizing RNN for Real-time Cryptocurrency Price Prediction and Trading Strategy Optimization bit.ly/3O6lfia
Approaching multifractal complexity in decentralized cryptocurrency trading bit.ly/3CiBDJG
Gas Fees on the Ethereum Blockchain: From Foundations to Derivatives Valuations bit.ly/4fcK1Jx
Blending Ensemble for Classification with Genetic-algorithm generated Alpha factors and Sentiments (GAS) bit.ly/4hzBUbq
Advancing DeFi Analytics: Efficiency Analysis with Decentralized Exchanges Comparison Service bit.ly/40xZ4Zt
Neural Hawkes: Non-Parametric Estimation in High Dimension and Causality Analysis in Cryptocurrency Markets bit.ly/4fbgsaV
Dynamic Bayesian Networks for Predicting Cryptocurrency Price Directions: Uncovering Causal Relationships bit.ly/3BW3b7t
What Drives Liquidity on Decentralized Exchanges? Evidence from the Uniswap Protocol bit.ly/4hjfkDN
Deep Learning and NLP in Cryptocurrency Forecasting: Integrating Financial, Blockchain, and Social Media Data bit.ly/4flRBB3
Beyond Trading Data: The Hidden Influence of Public Awareness and Interest on Cryptocurrency Volatility bit.ly/4dW9TYz
Predicting Value at Risk for Cryptocurrencies With Generalized Random Forests bit.ly/4hcp96l
Exploring the Interplay of Skewness and Kurtosis: Dynamics in Cryptocurrency Markets Amid the COVID-19 Pandemic bit.ly/3Yb9nQv
Blockchain-Based Ad Auctions and Bayesian Persuasion: An Analysis of Advertiser Behavior bit.ly/3zXDwL9
Value of Information in the Mean-Square Case and its Application to the Analysis of Financial Time-Series Forecast bit.ly/4ePYf2o
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