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q-fin.CP2025
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…
q-fin.CP2025
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…