120 citations
- Aalto UniversityFI1 paper
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3 papers
math.OC2023★ 120 cited
Operational Research: Methods and Applications
Fotios Petropoulos, Gilbert Laporte, Emel Aktas +79
Throughout its history, Operational Research has evolved to include a variety of methods, models and algorithms that have been applied to a diverse and wide range of contexts. This…
q-fin.ST2021★ 1 cited
What drives bitcoin? An approach from continuous local transfer entropy and deep learning classification models
Andrés García-Medina, Toan Luu Duc Huynh3
Bitcoin has attracted attention from different market participants due to unpredictable price patterns. Sometimes, the price has exhibited big jumps. Bitcoin prices have also had e…
q-fin.CP2019★ 5 cited
Evaluating the Performance of Machine Learning Algorithms in Financial Market Forecasting: A Comprehensive Survey
Lukas Ryll, Sebastian Seidens
With increasing competition and pace in the financial markets, robust forecasting methods are becoming more and more valuable to investors. While machine learning algorithms offer…