| 研究開始時の研究の概要 |
In economics, Bitcoin is an asset that is difficult to categorize: on one hand, it has the features of a currency, providing anonymous transaction opportunities, on the other hand, legislation in various countries considers it a digital commodity. Bitcoin prices are known to wildly fluctuate, offering high profits as well as substantial losses within a short period of time. The key scientific question we study here is about the market efficiency and volatility prediction, i.e. whether we can predict them by any algorithm, especially using machine learning and recent deep learning algorithms.
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