The paper investigates whether Bitcoin is a good predictor of the Standard & Poor's 500 Index. To answer this question … Model Selection (DMS). According to our results, Bitcoin does not show any direct impact on the predictability of Standard …

We present a detailed bubble analysis of the Bitcoin to US Dollar price dynamics from January 2012 to February 2018. We … the dynamics of Bitcoin price during the analyzed time period. We explain this classification of long and short bubbles by … a number of quantitative metrics and graphs to understand the main socio-economic drivers behind the ascent of Bitcoin …

We provide a comparison of several GARCH and stochastic volatility models for forecasting the risk of cryptocurrencies …

forecasting cryptocurrency volatility accordingly. …The study aims at forecasting the return volatility of the cryptocurrencies using several machine learning algorithms … observations. We predict the volatility of four cryptocurrencies, namely Bitcoin, Ethereum, XRP, and Tether, and compare their …

In today's era of big data, deep learning and artificial intelligence have formed the backbone for cryptocurrency … portfolio optimization. Researchers have investigated various state of the art machine learning models to predict Bitcoin price … shown to perform better than traditional time series models in cryptocurrency price prediction. However, very few studies …

We provide a trend prediction classification framework named the random sampling method (RSM) for cryptocurrency time … two classical baseline methods in the case of the prediction of unstable Bitcoin prices in the OkCoin market and show that …