@article{publication-20611,
	author={Akyildirim, Erdinc and G{\"o}nc{\"u}, Ahmet and Sensoy, Ahmet},
	doi={10.1007/s10479-020-03575-y},
	issn={0254-5330},
	journal={Annals of Operations Research},
	number={1-2},
	pages={3-36},
	publisher={Springer},
	title={Prediction of cryptocurrency returns using machine learning},
	volume=297,
	year=2021,
}