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Machine learning model for Bitcoin exchange rate prediction using economic and technology determinants
Chen, Wei; Xu, Huilin; Jia, Lifen; Gao, Ying - In: International journal of forecasting 37 (2021) 1, pp. 28-43
Persistent link: https://www.econbiz.de/10012692566
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A gated recurrent unit approach to bitcoin price prediction
Dutta, Aniruddha; Kumar, Saket; Basu, Meheli - In: Journal of risk and financial management : JRFM 13 (2020) 2/23, pp. 1-16
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 …
Persistent link: https://www.econbiz.de/10012173959
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Bitcoin intraday time series momentum
Shen, Dehua; Urquhart, Andrew; Wang, Pengfei - In: The financial review : the official publication of the … 57 (2022) 2, pp. 319-344
Persistent link: https://www.econbiz.de/10013189512
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Returns, volatility and the cryptocurrency bubble of 2017-18
Cross, Jamie; Hou, Chenghan; Trinh, Kelly - In: Economic modelling 104 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013164208
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Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie; Christou, Christina; Gupta, Rangan - 2022
Persistent link: https://www.econbiz.de/10012820409
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Forecasting the price of the cryptocurrency using linear and nonlinear error correction model
Kim, Jong-Min; Cho, Chan Ho; Jun, Chulhee - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-10
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. …
Persistent link: https://www.econbiz.de/10012821349
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Regime switches and commonalities of the cryptocurrencies asset class
Figà-Talamanca, Gianna; Focardi, Sergio M.; Patacca, Marco - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012822192
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Predicting intraday cryptocurrency returns - A sparse signals approach
Lalwani, Vaibhav; Meshram, Vedprakash - In: The journal of prediction markets 15 (2021) 1, pp. 3-9
Persistent link: https://www.econbiz.de/10012803496
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Forecasting value-at-risk of cryptocurrencies with riskmetrics type models
Liu, Wei; Semeyutin, Artur; Lau, Chi Keung; Gozgor, Giray - In: Research in international business and finance 54 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012581358
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Up or down? : short-term reversal, momentum, and liquidity effects in cryptocurrency markets
Zaremba, Adam; Bilgin, Mehmet Huseyin; Long, Huaigang; … - In: International review of financial analysis 78 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013253483