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NTIS 바로가기응용통계연구 = The Korean journal of applied statistics, v.35 no.2, 2022년, pp.189 - 201
염예빈 (성균관대학교 통계학과) , 한유진 (성균관대학교 경제학과) , 이재현 (성균관대학교 수학과) , 박세령 (성균관대학교 통계학과) , 이정우 (성균관대학교 통계학과) , 백창룡 (성균관대학교 통계학과)
In this study, we propose factor augmentation to improve forecasting power of cryptocurrency return. We consider financial and economic variables as well as psychological aspect for possible factors. To be more specific, financial and economic factors are obtained by applying principal factor analys...
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