Cryptocurrencies asset pricing via machine learning: Extended abstract

Abstract

In this paper, we study the cryptocurrency asset pricing via machine learning. Cryptocurrency is based on the blockchain technology. In 2008, a person who published an idea. By 2011, that idea is a market worth over 54 million. After bitcoin began taking off, hundreds of alternative cryptocurrencies formed an in-depth market system. More advanced, alternative forms of blockchains are springing up as autonomous corporations.