Evaluating COVID 19 Feature Contributions to Bitcoin Return Forecasting: Methodology Based on LightGBM and Genetic Optimization
“Results indicate that COVID-19 indicators significantly improved model performance, particularly in capturing extreme market fluctuations (R2 increased by 40%, RMSE decreased by 2%, both highly significant statistically).”
AssetCryptospot crypto
StrategyMachine learning
TechniqueTree ensemblesymbolic search
FrequencyDaily
Missing from abstract: benchmark, out-of-sample test, costs, multiple testing, universe
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