Social signals and algorithmic trading of Bitcoin
dc.contributor.author | Garcia, David | en_US |
dc.contributor.author | Schweitzer, Frank | en_US |
dc.date.accessioned | 2016-10-11T05:37:51Z | |
dc.date.available | 2016-10-11T05:37:51Z | |
dc.date.issued | 2015 | en_US |
dc.identifier.other | HPU4160597 | en_US |
dc.identifier.uri | https://lib.hpu.edu.vn/handle/123456789/23679 | |
dc.description.abstract | The availability of data on digital traces is growing to unprecedented sizes, but inferring actionable knowledge from large-scale data is far from being trivial. This is especially important for computational finance, where digital traces of human behaviour offer a great potential to drive trading strategies. We contribute to this by providing a consistent approach that integrates various datasources in the design of algorithmic traders. | en_US |
dc.format.extent | 13 p. | en_US |
dc.format.mimetype | application/pdf | |
dc.language.iso | en | en_US |
dc.subject | Computer science | en_US |
dc.subject | E-science | en_US |
dc.subject | Bitcoin | en_US |
dc.subject | Computational social science | en_US |
dc.subject | Algorithmic trading | en_US |
dc.subject | Polarization | en_US |
dc.subject | Sentiment | en_US |
dc.subject | Prediction | en_US |
dc.title | Social signals and algorithmic trading of Bitcoin | en_US |
dc.type | Article | en_US |
dc.size | 777KB | en_US |
dc.department | Education | en_US |
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