Yuxin Feng

Cornell University, Cornell Financial Engineering Manhattan

Masters Student

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Mind the Gaps: Short-Term Crypto Price Prediction

Number of pages: 28 Posted: 10 Feb 2023
Payton Martin, William Line Jr., Yuxin Feng, Yunfan Yang, Sharon Zheng, Susan Qi and Beiming Zhu
Cornell University, Cornell University, Cornell Financial Engineering Manhattan, Cornell University, Cornell Financial Engineering Manhattan, Cornell University, Cornell Financial Engineering Manhattan, Cornell University, Cornell Financial Engineering Manhattan, Cornell University, Cornell Financial Engineering Manhattan and Cornell University, Cornell Financial Engineering Manhattan
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Abstract:

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Crypto, Bitcoin, Market Microstructure, Micro-price