Russian Federation
The purpose of this article is to identify the capabilities and methods for analyzing data from existing and implemented offerings on cryptocurrency exchanges for use in a decision support system for arbitrage trading. Key sources of information are identified, and a methodology for selecting relevant features for mathematical models is developed based on these sources. An applicability assessment of the obtained results is conducted, demonstrating the suitability of this model for use in decision support systems.
arbitrage, cryptocurrency, machine learning, data analysis, forecasting, least squares method, recurrent neural networks
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