A novel cryptocurrency price trend forecasting model based on LightGBM

LightGBM: A Highly Efficient Gradient Boosting Decision Tree

Guolin Ke, Qi Meng, Thomas Finley et al. · HAL (Le Centre pour la Communication Scientifique Directe) · 2017 · 9.5K citations · Full text

Computing, Computer Science, Data Mining +16

Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions

Elie Bouri, Rangan Gupta, Aviral Kumar Tiwari et al. · Finance research letters · 2017 · 804 citations

Business, Economics, Finance +12

Can volume predict Bitcoin returns and volatility? A quantiles-based approach

Mehmet Balcılar, Elie Bouri, Rangan Gupta et al. · Economic Modelling · 2017 · 717 citations

Business, Economics, Finance +14

Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation

Ender Demir, Giray Gözgör, Chi Keung Marco Lau et al. · Finance research letters · 2018 · 694 citations · Full text

Social Sciences, Economics, Finance +10

RETRACTED: Datestamping the Bitcoin and Ethereum bubbles

Shaen Corbet, Brian M. Lucey, Larisa Yarovaya · Finance research letters · 2017 · 655 citations · Full text

Social Sciences, Economics, Economic History +5