The resilience of cryptocurrency market efficiency to COVID-19 shock

LHS Fernandes, E Bouri, JWL Silva, L Bejan… - Physica A: Statistical …, 2022 - Elsevier
We examine the price disorder and informational efficiency of five cryptocurrencies (Bitcoin,
BNB, Cardano, Ethereum, and XRP) before and during the COVID-19 pandemic. In this …

The predictive power of Bitcoin prices for the realized volatility of US stock sector returns

E Bouri, AA Salisu, R Gupta - Financial Innovation, 2023 - Springer
This paper is motivated by Bitcoin's rapid ascension into mainstream finance and recent
evidence of a strong relationship between Bitcoin and US stock markets. It is also motivated …

Modeling fuzzimetric cognition of technical analysis decisions: reducing emotional trading

I Kouatli - Journal of fuzzy extension and applications, 2022 - journal-fea.com
Stock traders' forecasting strategies are mainly dependent on Technical Analysis (TA)
indicators. However, some traders would follow their intuition and emotional aspects when …

Prediction of US 30‐years‐treasury‐bonds movement and trading entry point using the robust 1DCNN‐BiLSTM‐XGBoost algorithm

A El Zaar, N Benaya, T Bakir, A Mansouri… - Expert …, 2024 - Wiley Online Library
This article presents a novel algorithm that accurately predicts market trends and identifies
trading entry points for US 30‐year Treasury bonds. The proposed method employs a hybrid …

Price Trend Forecasting of Cryptocurrency Using Multiple Technical Indicators and SHAP

P Pichaiyuth, P Termnuphan, T Triyason… - … Joint Conference on …, 2023 - ieeexplore.ieee.org
Investment predicated on price trends stands as one of the most prevalent and efficacious
approaches, hinging on its capacity to accurately discern the price trajectory for each asset …

[PDF][PDF] Analyzing the Impact of COVID-19 on Short-Term Investment Behavior through Stochastic Oscillator Indicators

HM Chou - Advances in Management and Applied Economics, 2024 - scienpress.com
This research examines how the COVID-19 pandemic affects short-term investments,
particularly focusing on the reliability of Stochastic Oscillator Indicators (SOI) used by …

[PDF][PDF] mTrader: A Multi-Scale Signal Optimization Deep Reinforcement Learning Framework for Financial Trading (S).

Z Chen, Z Zhang, P Li, L Wei, S Feng, F Lin - SEKE, 2023 - ksiresearch.org
It is universally acknowledged that the financial trading is a thorny issue in time-series
scenarios. On the one hand, due to the great randomness and instability in financial …

Obtaining quantitative information from time series patterns: Insights from SAX, MDL and the Matrix Profile

E Cartwright - 2024 - doras.dcu.ie
In the contemporary trading environment any competitive advantage is of core interest to
technical traders and financial analysts. Motifs (ie time series patterns corresponding to …

The Efficacy of Relative Strength Index (RSI) in KLSE Market Trade

CL Siow - Issues and Perspectives in Business and Social …, 2024 - mmupress.com
Abstract The Relative Strength Index (RSI) is a widely used technical indicator in stock
trading because of its simple application. However, its application combined with …