Causal Feature Engineering of Price Directions of Cryptocurrencies using Dynamic Bayesian Networks

arXiv:2306.08157v2 Announce Type: replace
Abstract: Cryptocurrencies have gained popularity across various sectors, especially in finance and investment. The popularity is partly due to their unique specifications originating from blockchain-related characteristics such as privacy, decentralisation, and untraceability. Despite their growing popularity, cryptocurrencies remain a high-risk investment due to their price volatility and uncertainty. The inherent volatility in cryptocurrency prices, coupled with internal cryptocurrency-related factors and external influential global economic factors makes predicting their prices and price movement directions challenging. Nevertheless, the …

abstract arxiv bayesian blockchain causal cryptocurrencies cs.ai cs.lg decentralisation dynamic engineering feature feature engineering finance investment networks price privacy q-fin.st risk type unique