Financial Data Resampling for Machine Learning Based Trading : Application to Cryptocurrency Markets

A new method for resampling financial data is presented as alternative to the classical time sampled data commonly used in financial market trading. The new resampling method uses a closing value threshold to resample the data creating a signal better suited for financial trading, thus achieving higher returns without increased risk.

• | : Tome Almeida Borges, Rui Neves
• | Publisher: Springer Nature Switzerland AG
• | Publication Date: Feb 23, 2021
• | Country of Publication: Switzerland
• | Number of Pages: 93 pages
• | Language: Unknown
• | Binding: Paperback / softback
• | ISBN-10: 3030683788
• | ISBN-13: 9783030683788