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 … and volatility. Machine learning models like recurrent neural network (RNN) and long short-term memory (LSTM) have been …

In this paper we survey the most recent advances in supervised machine learning and highdimensional models for time … predictive ability are brie y reviewed. Finally, we discuss application of machine learning in economics and finance and provide …

around the ARMA model of time series and the LSTM algorithm of deep learning. Although it cannot be proved by the Diebold …