Ibrahim, Ahmed; Kashef, Rasha; Li, Menglu; Valencia, Esteban - In: Journal of risk and financial management : JRFM 13 (2020) 9/189, pp. 1-21
Bayesian vector autoregression (BVAR) prediction models. The models proved to be very useful in simulating past BTC prices … impacted, effects of time, as well as supply, demand, and other characteristics. The two VAR and BVAR models are compared with … some state-of-the-art forecasting models over two time periods. Experimental results show that the vector …