2 citations · 2 across the 2 of their papers we have counts for
2 papers
q-fin.PM2024
Clustering Digital Assets Using Path Signatures: Application to Portfolio Construction
Hugo Inzirillo
We propose a new way of building portfolios of cryptocurrencies that provide good diversification properties to investors. First, we seek to filter these digital assets by creating…
q-fin.ST2021★ 2 cited
Dimensionality reduction for prediction: Application to Bitcoin and Ethereum
Hugo Inzirillo, Benjamin Mat
The objective of this paper is to assess the performances of dimensionality reduction techniques to establish a link between cryptocurrencies. We have focused our analysis on the t…