This book presents a system that combines the expertise of four algorithms, namely Gradient Tree Boosting, Logistic Regression, Random Forest and Support Vector Classifier to trade with several cryptocurrencies. A new method for resampling financial data is presented as alternative to the classical time sampled data commonly used in financial market trading. The new resampling method uses a closing value threshold to resample the data creating a signal better suited...

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Financial Data Resampling for Machine Learning Based Trading: Application to Cryptocurrency Markets (SpringerBriefs in Computational Intelligence)

Borges, Tomé Almeida; Neves, Rui

New - Soft cover

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