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| Crypto asset research | Moreover, a Bayesian method was used for estimating model parameters and calculating VaR prediction. Katsiampa et al. The remaining researching topics prediction of volatility, trading system, technical trading and others have roughly one-third share. Cryptocurrency exchanges can be market makers usually using the bid-ask spread as a commission for services or a matching platform simply charging fees. Another one-third of papers focus on researching bubbles and extreme conditions and the relationship between pairs and portfolios in cryptocurrency trading. An ANN predicts the price trends up and down in the next period from the input data. The celebrated mean-variance optimisation is a prominent example of this approach Markowitz |
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