27 citations · 28 across the 4 of their papers we have counts for
4 papers
Technical Analysis Meets Machine Learning: Bitcoin Evidence
José Ángel Islas Anguiano, Andrés García-Medina
In this note, we compare Bitcoin trading performance using two machine learning models-Light Gradient Boosting Machine (LightGBM) and Long Short-Term Memory (LSTM)-and two technica…
Denoising Complex Covariance Matrices with Hybrid ResNet and Random Matrix Theory: Cryptocurrency Portfolio Applications
Andres Garcia-Medina
Covariance matrices estimated from short, noisy, and non-Gaussian financial time series are notoriously unstable. Empirical evidence suggests that such covariance structures often…
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…
Correlations and Flow of Information between The New York Times and Stock Markets
Andrés García-Medina, Leonidas Sandoval Junior, Efraín Urrutia Bañuelos +1
We use Random Matrix Theory (RMT) and information theory to analyze the correlations and flow of information between 64,939 news from The New York Times and 40 world financial indi…