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Exploiting the momentum effect in the cryptocurrency market: a machine learning-based trading system

Gian Pietro Enzo Bellocca

Exploiting the momentum effect in the cryptocurrency market: a machine learning-based trading system.

Rel. Luca Cagliero, Giuseppe Attanasio. Politecnico di Torino, Corso di laurea magistrale in Ingegneria Informatica (Computer Engineering), 2020

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Abstract:

Analisi di dati finanziari
Relators: Luca Cagliero, Giuseppe Attanasio
Academic year: 2020/21
Publication type: Electronic
Number of Pages: 84
Subjects:
Corso di laurea: Corso di laurea magistrale in Ingegneria Informatica (Computer Engineering)
Classe di laurea: New organization > Master science > LM-32 - COMPUTER SYSTEMS ENGINEERING
Aziende collaboratrici: UNSPECIFIED
URI: http://webthesis.biblio.polito.it/id/eprint/15855
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