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Cryptocurrencies asset pricing via machine learning

Wang, QY

Wang, QY (corresponding author), Zhejiang Univ Finance & Econ, China Acad Financial Res, Hangzhou, Peoples R China.

INTERNATIONAL JOURNAL OF DATA SCIENCE AND ANALYTICS, 2021; 12 (2): 175

Abstract

In this paper, we study the cryptocurrency asset pricing via machine learning. The common pricing factors similar to equity asset pricing are construc......

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