Assessing the Efficient Market Hypothesis for Cryptocurrencies with High-Frequency Data Using Time Series Classification

CESAR HERVAS MARTINEZPEDRO ANTONIO GUTIÉRREZ PEÑA2026-01-292026-01-29202310.1007/978-3-031-18050-7_142-s2.0-85141700579https://www.scopus.com/inward/record.uri?eid=2-s2.https://ucocris.uco.es/handle/123456789/35671Computer Networks and CommunicationsControl and Systems EngineeringSignal ProcessingAssessing the Efficient Market Hypothesis for Cryptocurrencies with High-Frequency Data Using Time Series Classificationconference paper