Wielowymiarowy obraz ryzyka na giełdach walut kryptograficznych
Multidimensional image of risk on the cryptocurrency exchanges
Author(s): Kinga KądziołkaSubject(s): Economy, Financial Markets
Published by: Stowarzyszenie Mage.pl
Keywords: Bitcoin; investment strategy; random forest; data mining
Summary/Abstract: Article presents potential financial risks to which the Bitcoin users are exposed. There was also presented investment strategy based on random forest. It was tested on BitMarket.pl Exchange. Random forest worked better than „buy and hold” strategy, but in some cases it generated loses.
Journal: Kwartalnik Prawo-Społeczeństwo-Ekonomia
- Issue Year: 4/2015
- Issue No: 4
- Page Range: 67-81
- Page Count: 15
- Language: Polish
