portfolio optimization. Researchers have investigated various state of the art machine learning models to predict Bitcoin price … predict daily Bitcoin prices. We study and compare different approaches using the root mean squared error (RMSE). Experimental …

This study investigates the performance of Bitcoin as a diversifier under different constraining portfolio optimization … evaluated by comparing the portfolios both with and without Bitcoin under frameworks ranging from equal-weighted, risk …-parity, and semi-constrained to unconstrained. This study suggests that Bitcoin, due to its exotic nature, unwavering appeal, and …

Bitcoin, as the first decentralized cryptocurrency, pioneers the cryptocurrency markets, both in terms of market … capitalization and scientific interest. In this paper, we performed a comprehensive bibliometric study of the Bitcoin … main research areas, types of published documents, most important platforms and sources of Bitcoin publications, highly …

traded cryptocurrencies are the main significant covariates across different model specifications. Both in-sample and out …

We employed linear and nonlinear error correction models (ECMs) to predict the log returns of Bitcoin (BTC). The linear … Granger-causality tests on fourteen cryptocurrencies. …

We examine the presence of outliers and time-varying jumps in the returns of four major cryptocurrencies (Bitcoin …, Ethereum, Ripple, Dogecoin, Litecoin), and a broad cryptocurrency index (CCI30). The results indicate that only Bitcoin returns … are contaminated with outliers. Time-varying jumps are present in Bitcoin, Litecoin, Ripple, and the cryptocurrency index …

This paper examines the behaviour of Bitcoin returns and those of several other cryptocurrencies in the pre and post … important variable for Bitcoin for all periods, whereas for the other cryptocurrencies there are other variables that seem more …. Our empirical findings suggest that the top five cryptocurrencies are substitutes before the launch of Bitcoin futures …

cryptocurrencies in circulation. In relation to a buy-and-hold approach, we demonstrate how this model yields enhanced risk …

Cryptocurrencies are essentially digital currencies that use blockchain technology and cryptography to facilitate … cryptocurrencies in their business models. With this recent surge in interest, we believe that now is the time to start studying these … leading experts in the area of blockchain and cryptocurrencies. The topics covered in this Special Issue includes the …