We use machine learning methods to predict stock return volatility. Our out-of-sample prediction of realised volatility … realised volatility of 43.8% with an R2 being as high as double the ones reported in the literature. We further show that … machine learning methods can capture the stylized facts about volatility without relying on any assumption about the …

Bitcoin's price volatility. In this study, we propose hybrid analytical techniques that combine the strengths of the non … volatility. Our findings, both in-sample and out-of-sample, show that such hybrid models can generate accurate forecasts of … Bitcoin's price volatility. …

The paper seeks to answer the question of how price forecasting can contribute to which techniques gives the most …