Miller, Dante; Kim, Jong-Min - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-10
In this study, we predicted the log returns of the top 10 cryptocurrencies based on market cap, using univariate and multivariate machine learning methods such as recurrent neural networks, deep learning neural networks, Holt’s exponential smoothing, autoregressive integrated moving average,...