Uncovering cryptocurrency pump-and-dumps with machine-learning
Cuniato, Guglielmo (A.A. 2022/2023) Uncovering cryptocurrency pump-and-dumps with machine-learning. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 62. [Master's Degree Thesis]
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Abstract/Index
Literature review. Anatomy of pump-and-dimp events. Pump-and-dump event detection. Pump-and-dump target coin detection. Data. Event study data preparation process. Machine-learning models data preparation process. Methodology. Short-term event study. Machine-learning models for target coin prediction. Results. Short-term event study results. Machine-learning models' evaluation. Algorithmic trading strategy back-testing.
References
Bibliografia: p. 56. Sitografia: p. 57.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Asset pricing |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Carlini, Federico Carlo Eugenio |
| Academic Year: | 2022/2023 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 27 Jun 2024 07:32 |
| Last Modified: | 27 Jun 2024 07:32 |
| URI: | https://tesi.luiss.it/id/eprint/39106 |
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