{"id":"https://openalex.org/W2803148772","doi":"https://doi.org/10.1155/2018/8983590","title":"Anticipating Cryptocurrency Prices Using Machine Learning","display_name":"Anticipating Cryptocurrency Prices Using Machine Learning","publication_year":2018,"publication_date":"2018-01-01","ids":{"openalex":"https://openalex.org/W2803148772","doi":"https://doi.org/10.1155/2018/8983590","mag":"2803148772"},"language":"en","primary_location":{"id":"doi:10.1155/2018/8983590","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2018/8983590","pdf_url":"https://downloads.hindawi.com/journals/complexity/2018/8983590.pdf","source":{"id":"https://openalex.org/S207319443","display_name":"Complexity","issn_l":"1076-2787","issn":["1076-2787","1099-0526"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Complexity","raw_type":"journal-article"},"type":"article","indexed_in":["arxiv","crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://downloads.hindawi.com/journals/complexity/2018/8983590.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5070463669","display_name":"Laura Alessandretti","orcid":"https://orcid.org/0000-0001-6003-1165"},"institutions":[{"id":"https://openalex.org/I96673099","display_name":"Technical University of Denmark","ror":"https://ror.org/04qtj9h94","country_code":"DK","type":"education","lineage":["https://openalex.org/I96673099"]}],"countries":["DK"],"is_corresponding":false,"raw_author_name":"Laura Alessandretti","raw_affiliation_strings":["Technical University of Denmark, 2800 Kgs. Lyngby, Denmark dtu.dk","Technical University of Denmark, 2800 Kgs. Lyngby"],"raw_orcid":"https://orcid.org/0000-0001-6003-1165","affiliations":[{"raw_affiliation_string":"Technical University of Denmark, 2800 Kgs. Lyngby, Denmark dtu.dk","institution_ids":["https://openalex.org/I96673099"]},{"raw_affiliation_string":"Technical University of Denmark, 2800 Kgs. Lyngby","institution_ids":["https://openalex.org/I96673099"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5063098095","display_name":"Abeer ElBahrawy","orcid":"https://orcid.org/0000-0002-4717-891X"},"institutions":[{"id":"https://openalex.org/I180825142","display_name":"City, University of London","ror":"https://ror.org/04489at23","country_code":"GB","type":"education","lineage":["https://openalex.org/I124357947","https://openalex.org/I180825142"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Abeer ElBahrawy","raw_affiliation_strings":["City, University of London, Department of Mathematics, London EC1V 0HB, UK london.ac.uk","City, University of London, Department of Mathematics, London EC1V 0HB"],"raw_orcid":"https://orcid.org/0000-0002-4717-891X","affiliations":[{"raw_affiliation_string":"City, University of London, Department of Mathematics, London EC1V 0HB, UK london.ac.uk","institution_ids":["https://openalex.org/I180825142"]},{"raw_affiliation_string":"City, University of London, Department of Mathematics, London EC1V 0HB","institution_ids":["https://openalex.org/I180825142"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5034406723","display_name":"Luca Maria Aiello","orcid":"https://orcid.org/0000-0002-0654-2527"},"institutions":[{"id":"https://openalex.org/I2738502077","display_name":"Nokia (Finland)","ror":"https://ror.org/04pkc8m17","country_code":"FI","type":"company","lineage":["https://openalex.org/I2738502077"]},{"id":"https://openalex.org/I4210098141","display_name":"Nokia (United Kingdom)","ror":"https://ror.org/00zpf0626","country_code":"GB","type":"company","lineage":["https://openalex.org/I2738502077","https://openalex.org/I4210098141"]}],"countries":["FI","GB"],"is_corresponding":false,"raw_author_name":"Luca Maria Aiello","raw_affiliation_strings":["Nokia Bell Labs, Cambridge CB3 0FA, UK nokia.com","Nokia Bell Labs, Cambridge CB3 0FA"],"raw_orcid":"https://orcid.org/0000-0002-0654-2527","affiliations":[{"raw_affiliation_string":"Nokia Bell Labs, Cambridge CB3 0FA, UK nokia.com","institution_ids":["https://openalex.org/I2738502077","https://openalex.org/I4210098141"]},{"raw_affiliation_string":"Nokia Bell Labs, Cambridge CB3 0FA","institution_ids":["https://openalex.org/I2738502077"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5068182184","display_name":"Andrea Baronchelli","orcid":"https://orcid.org/0000-0002-0255-0829"},"institutions":[{"id":"https://openalex.org/I180825142","display_name":"City, University of London","ror":"https://ror.org/04489at23","country_code":"GB","type":"education","lineage":["https://openalex.org/I124357947","https://openalex.org/I180825142"]},{"id":"https://openalex.org/I4210138523","display_name":"UCL Biomedical Research Centre","ror":"https://ror.org/03r9qc142","country_code":"GB","type":"healthcare","lineage":["https://openalex.org/I124357947","https://openalex.org/I1340918713","https://openalex.org/I34931013","https://openalex.org/I4210138523","https://openalex.org/I45129253"]},{"id":"https://openalex.org/I45129253","display_name":"University College London","ror":"https://ror.org/02jx3x895","country_code":"GB","type":"education","lineage":["https://openalex.org/I124357947","https://openalex.org/I45129253"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Andrea Baronchelli","raw_affiliation_strings":["City, University of London, Department of Mathematics, London EC1V 0HB, UK london.ac.uk","UCL Centre for Blockchain Technologies, University College London, UK ucl.ac.uk","City, University of London, Department of Mathematics, London EC1V 0HB","UCL Centre for Blockchain Technologies, University College London"],"raw_orcid":"https://orcid.org/0000-0002-0255-0829","affiliations":[{"raw_affiliation_string":"City, University of London, Department of Mathematics, London EC1V 0HB, UK london.ac.uk","institution_ids":["https://openalex.org/I180825142"]},{"raw_affiliation_string":"UCL Centre for Blockchain Technologies, University College London, UK ucl.ac.uk","institution_ids":["https://openalex.org/I4210138523","https://openalex.org/I45129253"]},{"raw_affiliation_string":"City, University of London, Department of Mathematics, London EC1V 0HB","institution_ids":["https://openalex.org/I180825142"]},{"raw_affiliation_string":"UCL Centre for Blockchain Technologies, University College London","institution_ids":["https://openalex.org/I45129253"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":6,"corresponding_author_ids":["https://openalex.org/A5068182184"],"corresponding_institution_ids":["https://openalex.org/I180825142","https://openalex.org/I4210138523","https://openalex.org/I45129253"],"apc_list":{"value":2550,"currency":"USD","value_usd":2550},"apc_paid":{"value":2550,"currency":"USD","value_usd":2550},"fwci":27.4471,"has_fulltext":true,"cited_by_count":232,"citation_normalized_percentile":{"value":0.99775382,"is_in_top_1_percent":true,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":98,"max":100},"biblio":{"volume":"2018","issue":"1","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9991999864578247,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9991999864578247,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10270","display_name":"Blockchain Technology Applications and Security","score":0.9988999962806702,"subfield":{"id":"https://openalex.org/subfields/1710","display_name":"Information Systems"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9977999925613403,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/cryptocurrency","display_name":"Cryptocurrency","score":0.9729214906692505},{"id":"https://openalex.org/keywords/inefficiency","display_name":"Inefficiency","score":0.8237200975418091},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7584550380706787},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.5471417903900146},{"id":"https://openalex.org/keywords/simple","display_name":"Simple (philosophy)","score":0.5415530204772949},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.5002870559692383},{"id":"https://openalex.org/keywords/term","display_name":"Term (time)","score":0.45427972078323364},{"id":"https://openalex.org/keywords/algorithmic-trading","display_name":"Algorithmic trading","score":0.4208187758922577},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.38466042280197144},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.24497264623641968},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.17907333374023438},{"id":"https://openalex.org/keywords/computer-security","display_name":"Computer security","score":0.14437615871429443},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.11562815308570862}],"concepts":[{"id":"https://openalex.org/C180706569","wikidata":"https://www.wikidata.org/wiki/Q13479982","display_name":"Cryptocurrency","level":2,"score":0.9729214906692505},{"id":"https://openalex.org/C2778869765","wikidata":"https://www.wikidata.org/wiki/Q6028363","display_name":"Inefficiency","level":2,"score":0.8237200975418091},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7584550380706787},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.5471417903900146},{"id":"https://openalex.org/C2780586882","wikidata":"https://www.wikidata.org/wiki/Q7520643","display_name":"Simple (philosophy)","level":2,"score":0.5415530204772949},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.5002870559692383},{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.45427972078323364},{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.4208187758922577},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.38466042280197144},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.24497264623641968},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.17907333374023438},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.14437615871429443},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.11562815308570862},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1155/2018/8983590","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2018/8983590","pdf_url":"https://downloads.hindawi.com/journals/complexity/2018/8983590.pdf","source":{"id":"https://openalex.org/S207319443","display_name":"Complexity","issn_l":"1076-2787","issn":["1076-2787","1099-0526"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Complexity","raw_type":"journal-article"},{"id":"pmh:oai:openaccess.city.ac.uk:19829","is_oa":false,"landing_page_url":"https://openaccess.city.ac.uk/view/creators_id/andrea=2Ebaronchelli=2E1.html>","pdf_url":null,"source":{"id":"https://openalex.org/S4306401940","display_name":"City Research Online (City University London)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I180825142","host_organization_name":"City, University of London","host_organization_lineage":["https://openalex.org/I180825142"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"Article"},{"id":"pmh:oai:arXiv.org:1805.08550","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1805.08550","pdf_url":"https://arxiv.org/pdf/1805.08550","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"pmh:oai:doaj.org/article:d99da7e05f574e49adcfb83c9323ee1c","is_oa":true,"landing_page_url":"https://doaj.org/article/d99da7e05f574e49adcfb83c9323ee1c","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Complexity, Vol 2018 (2018)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1155/2018/8983590","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2018/8983590","pdf_url":"https://downloads.hindawi.com/journals/complexity/2018/8983590.pdf","source":{"id":"https://openalex.org/S207319443","display_name":"Complexity","issn_l":"1076-2787","issn":["1076-2787","1099-0526"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Complexity","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2803148772.pdf","grobid_xml":"https://content.openalex.org/works/W2803148772.grobid-xml"},"referenced_works_count":75,"referenced_works":["https://openalex.org/W1025324079","https://openalex.org/W1552145309","https://openalex.org/W1569955247","https://openalex.org/W1598796236","https://openalex.org/W1605900037","https://openalex.org/W1793701335","https://openalex.org/W1798106456","https://openalex.org/W1847867884","https://openalex.org/W1917632984","https://openalex.org/W1963737619","https://openalex.org/W2005346797","https://openalex.org/W2032170121","https://openalex.org/W2041137300","https://openalex.org/W2048849338","https://openalex.org/W2055503689","https://openalex.org/W2064675550","https://openalex.org/W2070493638","https://openalex.org/W2092282852","https://openalex.org/W2101544483","https://openalex.org/W2108993004","https://openalex.org/W2109014831","https://openalex.org/W2120940693","https://openalex.org/W2127716901","https://openalex.org/W2155301016","https://openalex.org/W2158565140","https://openalex.org/W2162338668","https://openalex.org/W2226467858","https://openalex.org/W2292052972","https://openalex.org/W2295598076","https://openalex.org/W2343073206","https://openalex.org/W2504279659","https://openalex.org/W2559950316","https://openalex.org/W2561892146","https://openalex.org/W2573414307","https://openalex.org/W2586112617","https://openalex.org/W2612719523","https://openalex.org/W2613111422","https://openalex.org/W2735915636","https://openalex.org/W2768283313","https://openalex.org/W2771605021","https://openalex.org/W2775379762","https://openalex.org/W2782630032","https://openalex.org/W2783421338","https://openalex.org/W2787359273","https://openalex.org/W2787740785","https://openalex.org/W2788790878","https://openalex.org/W2791577170","https://openalex.org/W2793264542","https://openalex.org/W2794141870","https://openalex.org/W2794142936","https://openalex.org/W2798522719","https://openalex.org/W2919531058","https://openalex.org/W2962706536","https://openalex.org/W2962949169","https://openalex.org/W2963467914","https://openalex.org/W2963763078","https://openalex.org/W3098227441","https://openalex.org/W3099906806","https://openalex.org/W3101127571","https://openalex.org/W3102189116","https://openalex.org/W3102396433","https://openalex.org/W3102476541","https://openalex.org/W3103626019","https://openalex.org/W3121846669","https://openalex.org/W3121889917","https://openalex.org/W3122968332","https://openalex.org/W3123299411","https://openalex.org/W3123700871","https://openalex.org/W3123833509","https://openalex.org/W4229733084","https://openalex.org/W4248175462","https://openalex.org/W4301017580","https://openalex.org/W6633989821","https://openalex.org/W6737678046","https://openalex.org/W6960149718"],"related_works":["https://openalex.org/W4366411693","https://openalex.org/W3211641817","https://openalex.org/W3164717803","https://openalex.org/W4389915954","https://openalex.org/W3123387860","https://openalex.org/W4291291739","https://openalex.org/W2915579847","https://openalex.org/W3110645133","https://openalex.org/W4321377877","https://openalex.org/W4400867529"],"abstract_inverted_index":{"Machine":[0],"learning":[1,63],"and":[2,50],"AI\u2010assisted":[3],"trading":[4,57],"have":[5],"attracted":[6],"growing":[7],"interest":[8],"for":[9,41,44],"the":[10,21,24,27,45,81,85],"past":[11],"few":[12],"years.":[13],"Here,":[14],"we":[15],"use":[16],"this":[17],"approach":[18],"to":[19,33],"test":[20],"hypothesis":[22],"that":[23,55,71],"inefficiency":[25],"of":[26,84],"cryptocurrency":[28,86],"market":[29],"can":[30,78],"be":[31],"exploited":[32],"generate":[34],"abnormal":[35],"profits.":[36],"We":[37,53],"analyse":[38],"daily":[39],"data":[40],"1,681":[42],"cryptocurrencies":[43],"period":[46],"between":[47],"Nov.":[48],"2015":[49],"Apr.":[51],"2018.":[52],"show":[54,70],"simple":[56],"strategies":[58],"assisted":[59],"by":[60],"state\u2010of\u2010the\u2010art":[61],"machine":[62],"algorithms":[64],"outperform":[65],"standard":[66],"benchmarks.":[67],"Our":[68],"results":[69],"nontrivial,":[72],"but":[73],"ultimately":[74],"simple,":[75],"algorithmic":[76],"mechanisms":[77],"help":[79],"anticipate":[80],"short\u2010term":[82],"evolution":[83],"market.":[87]},"counts_by_year":[{"year":2026,"cited_by_count":12},{"year":2025,"cited_by_count":25},{"year":2024,"cited_by_count":19},{"year":2023,"cited_by_count":39},{"year":2022,"cited_by_count":37},{"year":2021,"cited_by_count":39},{"year":2020,"cited_by_count":34},{"year":2019,"cited_by_count":22},{"year":2018,"cited_by_count":5}],"updated_date":"2026-07-29T09:40:50.615796","created_date":"2025-10-10T00:00:00"}