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- URN zum Zitieren dieses Dokuments:
- urn:nbn:de:bvb:355-epub-583186
- DOI zum Zitieren dieses Dokuments:
- 10.5283/epub.58318
Zusammenfassung
This paper quantifies the intricacy, i.e., non-linearity and interactions of predictor variables, in explaining cryptocurrency returns. Using data from several thousand cryptocurrencies spanning 2014 to 2022, we observe a notably high level of intricacy. This provides a quantitative measure why linear models are often outperformed by machine learning algorithms in predicting cryptocurrency ...
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