@article{publication-21306, author={Akyildirim, Erdinc and Cepni, Oguzhan and Corbet, Shaen and Uddin, Gazi Salah}, doi={10.1007/s10479-021-04205-x}, issn={0254-5330}, journal={Annals of Operations Research}, number={1-2}, pages={553-584}, publisher={Springer}, title={Forecasting mid-price movement of Bitcoin futures using machine learning}, volume=330, year=2023, }