Chen, Junwei - In: Journal of risk and financial management : JRFM 16 (2023) 1, pp. 1-25
Bitcoin on the next day through random forest regression and LSTM, and to explain which variables have influence on the price …-Mariano test that the prediction accuracy of random forest regression is significantly better than that of LSTM, the prediction … errors RMSE and MAPE of random forest regression are better than those of LSTM. The changes in the variables that determine …