Assessing the Efficient Market Hypothesis for Cryptocurrencies with High-Frequency Data Using Time Series Classification

Rafael Ayllón-Gavilán, David Guijo-Rubio, Pedro Antonio Gutiérrez, César Hervás-Martínez. Assessing the Efficient Market Hypothesis for Cryptocurrencies with High-Frequency Data Using Time Series Classification. In Pablo García Bringas, Hilde Pérez García, Francisco Javier Martínez de Pisón, José Ramón Villar Flecha, Alicia Troncoso Lora, Enrique A. de la Cal, Álvaro Herrero 0001, Francisco Martínez-Álvarez, Giuseppe Psaila, Héctor Quintián, Emilio S. Corchado Rodríguez, editors, 17th International Conference on Soft Computing Models in Industrial and Environmental Applications (SOCO 2022) - Salamanca, Spain, September 5-7, 2022, Proceedings. Volume 531 of Lecture Notes in Networks and Systems, pages 146-155, Springer, 2022. [doi]

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